Hi everyone,
I was estimating a VEC and I decided to include a number of restrictions. I noted that Gretl crashes (the whole program closes) whenever I include restrictions in the error-correction terms (the alphas). I therefore prepared an arbitrary code to show it.
clear
open np.gdt
vecm 4 1 ngnp emply pcons money --impulse-response --silent
restrict --full
b[1] = 1
b[3] = 0
a[3] = 0
a[4] = 0
end restrict
Usually, I am able to run the code once, but definitely not twice. I am running gretl 2022a (MS Windows (x86_64, gtk2)). I hope this bug is easy to fix.
Cheers,
Daniel
Daniel Ventosa-Santaulària
CIDE