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- Wed Jan 25, 2023 10:45 am
- Forum: Add-in Support
- Topic: Scaled IRF add-in and standard errors
- Replies: 0
- Views: 95673
Scaled IRF add-in and standard errors
Hello everyone, I was using the Scaled IRF add-in to calculate impulse response functions from a SVAR (non-recursive), I noticed that when I get the standard errors directly from the Eviews command window (Asymptotic), it doesn't match with the standard errors that the add-in gives me (I set a value...