Search found 2 matches
- Mon Jan 11, 2016 6:03 am
- Forum: Econometric Discussions
- Topic: Generalized variance decomposition
- Replies: 0
- Views: 2774
Generalized variance decomposition
Hi, does any one have any idea if estimation function of Generalized Forecast Error Variance Decomposition is available in Eviews, or any other software packages? Thanks.
- Wed Aug 12, 2015 2:35 am
- Forum: Econometric Discussions
- Topic: Impulse response do not die down?
- Replies: 0
- Views: 1940
Impulse response do not die down?
Hi all, I'm estimating a VAR(4) model with level volatilities (stationary checked), and the impulse response graph shows me that the responses of all variables in the system don't seem to go away, they all remain at a constant level (positive) after the first/second period (see attachment). I wonder...
