Confidence Bands in IRFs using Long-Run Restrictions

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bab
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Joined: Wed Mar 21, 2012 8:22 am

Confidence Bands in IRFs using Long-Run Restrictions

Postby bab » Fri Sep 28, 2012 2:39 pm

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.
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