[Gretl-devel] Special restriction syntax in VECM doesn't work anymore

Sven Schreiber svetosch at gmx.net
Tue Feb 9 07:58:43 EST 2016


I've run into a "matrix not conformable" problem, using the example 
restriction code from ch. 27 (p. 237 in my A4 PDF version dated January 

open australia
list vecmvars = PAU PUS E IAU IUS
vecm 2 4 vecmvars

# from here on code snippet from ch. 27 in user guide
matrix I4 = I(4)
matrix vR = I4**(I4~zeros(4,1))
matrix vq = mshape(I4,16,1)
R = vR
q = vq
end restrict

This is on gretl 2016a, and the hansl code where I noticed the problem 
first is not new, so I'm relatively sure that this used to work last 
year (as it should).

Any ideas?


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