SVAR response standard errors

For technical questions regarding estimation of single equations, systems, VARs, Factor analysis and State Space Models in EViews. General econometric questions and advice should go in the Econometric Discussions forum.

Moderators: EViews Gareth, EViews Moderator

QSnakecharmer
Posts: 13
Joined: Mon Mar 30, 2009 11:57 am

SVAR response standard errors

Postby QSnakecharmer » Tue Apr 07, 2009 8:54 am

Hello!

I estimated a Structural VAR with long-run (Blanchard-Quah) restrictions. Everything is fine in the estimation, but when I ask Eviews to display (structural) impulse-response functions with response standard errors, these standard errors doesn’t appear!

What's happening? Can anyone help me? Is this a problem with Eviews6? :eviews6:

P.D.: I also saw that other guy had the same problem:
http://forums.eviews.com/viewtopic.php? ... SVAR#p1956

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Re: SVAR response standard errors

Postby EViews Gareth » Tue Apr 07, 2009 8:55 am

As with his case, I cannot replicate the problem. Could you post your workfile?


Return to “Estimation”

Who is online

Users browsing this forum: No registered users and 2 guests