Have you tried out this add-in? Any hint on how it works would be of my great appreciation.
I tried the example file as well and got the localirf of all zeros.
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Thanks for this add-in. I installed it on my eviews 9. I estimated a VAR model and then used this add-in. In so doing, I followed http://blog.eviews.com/2016/06/impulse-responses-by-local-projections_43.html However, the local projections IRFGRPHs are those without any responses reported. Only VAR I...