Search found 2 matches

by kkp318
Tue Aug 17, 2010 8:51 am
Forum: Estimation
Topic: Cholesky Ordering in VARs
Replies: 1
Views: 3599

Cholesky Ordering in VARs

Hi, I'm trying to do an impulse response in Eviews 6, and am having some trouble with the Cholesky ordering. I estimate the VAR using an unrestricted model for exp_ko, imp_ko, and abs_ko. I then try to calculate an impulse response and when I set the Cholesky ordering to exp_ko imp_ko abs_ko (or fli...
by kkp318
Fri Aug 13, 2010 11:27 am
Forum: Estimation
Topic: Converting Standard Errors/Deviations
Replies: 1
Views: 2209

Converting Standard Errors/Deviations

I have a regression that I've calculated on a growth series, but I'm looking to now convert that series to levels and graph it. I want to create a band of standard errors or standard deviations for the level series, but I can't figure out how to convert the standard errors and standard deviations to...

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