Dynamic OLS error feedback

Dear Gauss Users,

Kindly help me.

I have been trying to run a cointegration model using both FMOLS and DOLS. The FMOLS works perfectly but as soon as I try to run the DOLS, I get this feedback:

Error: Matrix singular

C:/Program Files/OxMetrics7/ox/include/g2ox.ox (1839): gauss::inv

C:\Users\Mad. Eunice\Desktop\Still Trying old dataset.src (570): gauss::dols

C:\Users\Mad. Eunice\Desktop\Still Trying old dataset.src (138): gauss::estim

C:\Users\Mad. Eunice\Desktop\Still Trying old dataset.src (83): gauss::lmbreak

C:\Users\Mad. Eunice\Desktop\Still Trying old dataset.src (36): main

I am using Gauss via Oxmetrics. However, I get the same errors when I try to use Gauss 14

I will be grateful for any help I can get.

Thank You

Eunice

1 Answer

0

The answer is the same as to this question about singular matrices.

link

aptech

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