Search found 2 matches

by jacky6ch
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.
by jacky6ch
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...

Go to advanced search