EViews.com

It seems like people are blindly running VAR models and taking out results and writing papers ... I still hope that someone from the eviews can answer my questions otherwise i think they also just did a monte carlo for VDCs and IRFs using normal technique ... no support from a theory/book.

Dear Admin or helpers, I hope you are all doing well. I want to know the following, if anyone can help. 1. What procedure does the Monte Carlo follows for computation of confidence bands for IRFs and standard errors for VDCs? e.g. For RATs program the confidence bands are computed using Walter Ender...