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- Mon Aug 29, 2016 5:02 pm
- Forum: Econometric Discussions
- Topic: IRF with VARMA GARCH
- Replies: 0
- Views: 2467
IRF with VARMA GARCH
Dear All, My first attempt at modeling VARMA GARCH models with Eviews is turning ugly. In particular, I need to get Impulse Response Functions with bootstrapped confidence intervals. As I do not see anything in Eviews for this, I am thinking about a two-stage process. First, to bootstrap/simulate th...