Colloidal rod-like particles self-assemble into a variety of liquid crystal phases. In contrast to the formation of the nematic and smectic phases for which it is well understood that it can be driven by entropy, the stabilisation mechanism of a prolate columnar phase ((Formula presented.)), observed for example in fd-virus suspensions, is still unclear. Here, we investigate whether or not a (Formula presented.) phase can exist in a purely entropy-driven single-component system. We perform computer simulations of hard particles with different shapes: spherocylinders, top-shaped rods, cuboidal particles, and crooked rods. We show that the (Formula presented.) phases observed in previous simulation studies are mere artefacts due to either fin...