generalized impulse response function

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doaa
Posts: 19
Joined: Mon Mar 16, 2009 10:04 am

generalized impulse response function

Postby doaa » Wed Aug 31, 2011 9:19 am

To estimate the generalized impulse response function in a VAR system, Eviews provides these responses with -+2 standard errors obtained from Monte Carlo simulation.

how these standard errors are calculated via Monte Carlo simulation?
I'd be grateful if you could give an answer.
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