PDO shows no errors

My connection code does not show errors, what is the problem, I searched in several places and did not find anything about it:

class Connect {

    protected static $db;

    public function __construct() {}

    public static function Database() {

        if (is_null(self::$db)) {
            try {
                self::$db = new PDO('mysql:host=' . HOSTNAME . ';dbname=' . DATABASE, USERNAME, PASSWORD);
                self::$db->setAttribute(PDO::ATTR_ERRMODE, PDO::ERRMODE_EXCEPTION);
            } catch (PDOException $e) {
                die($e->getMessage());
            }
        }

        return self::$db;
    }
}