Search found 2 matches
- Wed Sep 27, 2023 7:42 am
- Forum: Econometric Discussions
- Topic: VAR model Diagnostics
- Replies: 0
- Views: 177684
VAR model Diagnostics
Good day, I am conducting an estimation of the local projection (LP) method in EViews. Before I can do that, I have to estimate a VAR model. I want to ensure that the model I am using for the LP estimation is diagnostically sound. Is there a technique one can use to get the model to be normal, homos...
- Fri Nov 25, 2022 11:55 am
- Forum: Bug Reports
- Topic: Impulse response with BVAR
- Replies: 7
- Views: 65810
Re: Impulse response with BVAR
Hi, I have two questions regarding IRFs for BVAR. First, for Eviews 12, is there a way to get the standard errors for the IRFs so that I can manually calculate the confidence intervals? Second, does EViews 13 report the confidence bands for the BVAR?