structural shocks

For econometric discussions not necessarily related to EViews.

Moderators: EViews Gareth, EViews Moderator

Post Reply
Jon
Posts: 2
Joined: Mon Jul 06, 2009 10:05 pm

structural shocks

Postby Jon » Wed Aug 19, 2009 5:07 pm

i estimated structural vars in eviews, but am not 100% sure as to what is the one standard deviation structural shock. is the structural shock the diagonals of the B matrix. or are they variances and thus i need to take the square root? or is the one SD structural shock something else altogether?
Top
Post Reply

Return to “Econometric Discussions”

Who is online

Users browsing this forum: No registered users and 39 guests