Error in TENET_SIM

[mabnaeem]

Hi,
I am trying to run the model using the attached dataset.
But when I run the code for TENET_SIM, it gives me an error or Singularity Matrix.

Can you pls advise on the error?

Best regards
Muhammad

[Littleprince1208]

Have you solved this problem? I also encountered the same problem，Error in rq.fit.br(wx, wy, tau = tau, ...) : Singular design matrix. Could you discuss it？

[mrting5]

Excuse me, do you run the file "TENET_VaR_CoVaR.r"? I don't find the file "100_firms_returns_and_macro.csv".

[ZXwZK]

@Littleprince1208 May I ask if you found the matrix with the dimensionality problem?