Dear gretl programmers,
I've got an obvious issue with collinearity in my model. When I try to
compute IRFs with bootstrapped confidence intervals, gretl stops and gives
the following message:
"Excessive collinearity in resampled datasets".
This is a good hint, no question. But what is the specific criteria for
gretl to stop here? Furthermore, despite of setting "set halt_on_error
off", gretl stops.
Btw, is there a way to obtain the analytical standard errors for the IRFs?
Thank you!
Artur