Hello,
I'm estimating a SVAR with long-run restrictions and need to test the impulse response functions to a structural shock. Unfortunately, EViews does have this option but doesn't plot the confidence bands. Could you help me with that, please?
Thanks in advance.
Search found 3 matches
- Fri Sep 28, 2012 2:39 pm
- Forum: Suggestions and Requests
- Topic: Confidence Bands in IRFs using Long-Run Restrictions
- Replies: 0
- Views: 2796
- Wed Apr 04, 2012 8:47 am
- Forum: Estimation
- Topic: SVAR residuals
- Replies: 6
- Views: 6679
Re: SVAR residuals
Ok, maybe not that simple! Could somebody help me?
Specially with Cholesky orthogonalization
Specially with Cholesky orthogonalization
- Fri Mar 23, 2012 1:06 pm
- Forum: Estimation
- Topic: SVAR residuals
- Replies: 6
- Views: 6679
SVAR residuals
Hello,
I've estimated a SVAR and need to get the orthogonalized residuals (because they have the interpretation of structural shocks). Especifically, I need the series of structural shocks. Does anyone know a simple way to get that?
Thank you in advance!
I've estimated a SVAR and need to get the orthogonalized residuals (because they have the interpretation of structural shocks). Especifically, I need the series of structural shocks. Does anyone know a simple way to get that?
Thank you in advance!