Thank you vary much for your help and effort.
I do not know neither the code for estimating the Kilian bootstrap in VAR models nor for estimating a 'scale factor for IRF'. The latter for instance is present in the Scale IRF add-in and not in the Kilian add-in.
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Dear all, thank you very much for providing this add-in. It is very useful. I am wondering how can I obtain accumulated 'bands' when I use variables at the first-differences. The Kilian add-in (differently from the 'scale IRFs' add-in') cannot provided accumulated IRFs. I am wondering if it is suffi...
- Wed Nov 07, 2018 9:46 am
- Forum: Models
- Topic: Model solution algorithm_solver
- Replies: 0
- Views: 13620
Dear All, I am using EViews 10 and I am interested in understanding whether by using the solution algorithm Newton and Broyden I am implicitly implementing the E-Newton and E-QNewton, respectively. I am trying to using rational expectations with EViews (following the FED website: https://www.federal...