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- Wed Oct 30, 2019 6:20 am
- Forum: Add-in Support
- Topic: Threshold Structural VAR
- Replies: 127
- Views: 383889
Re: Threshold Structural VAR
Dear all, Since the EViews Add-in regarding the generation of the GIRFs does not include the confidence bands, I would like to know if there is a programming code available to compute the GIRFs as well as the confidence bands. Nevertheless, if you know a code or other way to compute it using R or Ma...