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- Fri Apr 17, 2020 9:28 am
- Forum: Estimation
- Topic: Analytic confidence bands for generalized impulse response function
- Replies: 1
- Views: 3321
Analytic confidence bands for generalized impulse response function
Hi everyone, I would like to inquire about the way asymptotic confidence bands for generalized impulse response functions (VAR) are calculated in Eviews. I need to understand in more detail in order to analyze my result. For this reason, I am trying to reconstruct the outcome obtained through eviews...