[Gretl-users] non-linear wald test

Dear gretl users, I want to run a Wald test on long-run parameter symmetry based on an ARDL model. For this I can apply gretl's internal function which is documented in the help file. However, to be a bit more flexible I programmed a function which does exactly what is expected, yielding the same results as gretl's internal procedure. But this does, unfortunately, hold not in every case. In the attached script I test the three following hypotheses separately: 1. b[Pinc]/[rho]-b[Ninc]/[rho]=0 2. b[Prt]/[rho]-b[Nrt]/[rho]=0 3. b[Pown]/[rho]-b[Nown]/[rho]=0 For the first two I obtain exactly the same results using either gretl's internal function or mine. However, for the third one I obtain an error as the standard errors of the non-linear long-run coefficients lrse = sqrt(qform(fb,vcv)) cannot be computed. I don't find the issue. Maybe someone has a solution to this. Much appreciated. Artur