EViews.com

can you check your private message?

First, estimate GIRF using eviews built-in command or dialog box. Then use the sirf add-in.

2. Is there a way in EViews to implement a ONE UNIT shock of generalized impulse response function? EViews is giving one-standard deviation shock for generalized impulse response function, according to my knowledge.

Try the sirf add-in.

thanks for the comment

For the pure sign restriction method you can. You can do it recursively. After identifying the first shock, then the second so on. The order of sign restriction is does not matter for the pure sign restriction method. However for penalty function approach you cannot. The next version will include th...

your question is unclear.

Try the ardl cointegration method (Pesaran 2001).
http://davegiles.blogspot.com/2013/06/a ... tests.html

This thread is about the LBVAR add-in not BVAR.

Try the sirf add-in

if your data have missing values then adjust the sample size.

try to use the LBVAR add-in. It estimates LARGE BVAR model.

First install the sirf add-in. Then goto Add-ins/Download Add-ins. Then select the sirf add-in and install it. After estimation IRF, goto Proc/Add-ins then select Scaled IRF. It will a dialog box. The rest is easy to fill. You cant use command for the sirf add-in. It is only available for dialog int...

I don't think so. The degrees of freedom is just for adjustment of the sample size. It should not be big number. It may be between 0 to 5.

Use the sirf add-in (v2.0).

The degrees of freedom adjustment is used to compute the threshold value which is excluded at the beginning and the end of sample. The formulae: b = ob*(end-start+1)+nvar-dfa - ob = fraction of buffer period - start = start of sample - end = end of sample - nvar = number of variable - dfa = degrees ...