On Tue, 9 Jun 2009, Renju Jacob wrote: Good question. We have two mechanisms that are supposed to be relevant here. You can set the environment variable GRETL_KEEP_GOING (e.g. GRETL_KEEP_GOING=1), or you can use the "set" command: set halt_on_error off However, I realized recently that neither of these options was working quite as intended (although the environment variable approach should work OK with gretlcli). I've therefore made some changes in CVS and the current Windows snapshot, and I think setting halt_on_error to "off" should now do the job. Two further points: 1) If an error occurs when "compiling" a loop or user-defined function, script execution will halt regardless. 2) I have added a "--continue" option for the commands arma, garch, nls, mle and gmm. This is a weaker, and perhaps more useful, variant on setting halt_on_error off. The effect is that if a _numerical_ error occurs (e.g. non-convergence, failure to compute the Jacobian) gretl continues, but sets the internal variable $error to a non-zero value. (If a non-numerical error, such as failure to allocate memory, occurs, gretl halts as usual.) Therefore, after using one of these commands with the --continue option, you can check the value of $error and act appropriately. Note that while you cannot set the value of $error yourself, referencing "$error" causes this variable to be reset to zero. Allin Cottrell