Standard deviation band for Impulse response function VECM

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tcfoon
Posts: 54
Joined: Fri May 15, 2009 4:33 am

Standard deviation band for Impulse response function VECM

Postby tcfoon » Tue Sep 13, 2011 3:48 am

Dear All,

Can anyone tell me, how to perform the standard deviation bands for impulse response function in VECM not in VAR?

Hope to get toy positive response soon.

Thanks,
tcfoon
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