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- Sat Jul 06, 2013 2:56 am
- Forum: Estimation
- Topic: User Specified Impulse Response Function
- Replies: 0
- Views: 1579
User Specified Impulse Response Function
I estimated a VAR(1) for eight endogenous variables and a constant. Now I would like to compute the impulse response functions of all the variables to a simultaneous shock of two of the variables. I tried to use user specified shocks and input the vector containing the shocks, but it seems to me tha...