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!
BVAR
Moderators: EViews Gareth, EViews Moderator
Re: BVAR
Thanks for recommending the LBVAR add in. Is there any literature around the add in? I have read the paper that the add in is based on and I am a little lost as to the 'number of horizons' and 'number of MC draws' in the specification.
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