HI,
Are the shocks are 1 SD in eviews 10?
thanks.
Imposing Restrictions on SVAR
Moderators: EViews Gareth, EViews Moderator
Re: Imposing Restrictions on SVAR
what about the 2 standard error?
Does it represents the 95 % confidence bands or the 90% or other?
Does it represents the 95 % confidence bands or the 90% or other?
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- EViews Developer
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Re: Imposing Restrictions on SVAR
Hello,
1) Yes, the shocks are one standard deviation.
2) The two standard deviation bands represent the usual 95% confidence interval.
1) Yes, the shocks are one standard deviation.
2) The two standard deviation bands represent the usual 95% confidence interval.
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