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by zhanghuifd
Wed Jul 05, 2017 4:48 am
Forum: Econometric Discussions
Topic: VAR nonstationary series
Replies: 2
Views: 3499

VAR nonstationary series

I have a question. If some series are nonstationary, can they be included into a VAR model?
by zhanghuifd
Fri Jun 30, 2017 6:58 am
Forum: Estimation
Topic: IRFs of two or more VAR on the same figure
Replies: 2
Views: 2914

Re: IRFs of two or more VAR on the same figure

Thanks for your advice!
by zhanghuifd
Thu Jun 29, 2017 11:23 pm
Forum: Estimation
Topic: IRFs of two standard deviation of innovation
Replies: 0
Views: 2156

IRFs of two standard deviation of innovation

Dear all, I want to compute IRFs of two standard deviation of innovation in BVAR.
Is there any method or way to solve it?
Thanks!
by zhanghuifd
Thu Jun 29, 2017 11:21 pm
Forum: Estimation
Topic: IRFs of two or more VAR on the same figure
Replies: 2
Views: 2914

IRFs of two or more VAR on the same figure

Dear all, how can I bring IRFs of two or more VAR on the same figure after estimating a VAR ?
Thanks !
by zhanghuifd
Wed May 31, 2017 6:01 pm
Forum: Estimation
Topic: BVAR
Replies: 5
Views: 5254

BVAR

Dear friends, I have encountered a simple problem about BVAR.
I compute BVAR directly in Eviews.
Firstly, if I want to compute the 90-percent error bands in dashed lines, is there any option for it in Eviews?
I use litterman to compute it.
Thanks for any help in advance! :shock: :shock: :?: :?:
by zhanghuifd
Wed May 31, 2017 5:59 am
Forum: Econometric Discussions
Topic: Bayesian VAR
Replies: 0
Views: 2074

Bayesian VAR

Dear friends, I have encountered a simple problem about BVAR. I compute BVAR directly in Eviews. Should I need to do some preliminary tests? Secondly, if I want to compute the 90-percent error bands in dashed lines, is there any option for it in Eviews? I use litterman to compute it. Thanks for any ...

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