Hi Allin, I played a bit around with your nice HT-IV package. I obtain a segmentation fault ("Speicherzugriffsfehler" in German) if one/some of the Z1 (TIV exog.) variables is/are a zero series. The error message is: Deleting var 50 (FR) at list pos 10: all zero Deleting var 49 (ES) at list pos 9: all zero Speicherzugriffsfehler (Speicherabzug geschrieben) I tried to replicate the error using your example script by adding a zero series to the list, but I couldn't replicate it. However, I obtain it using my own current script. Best, Artur