standard errors to impulse responses

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nadja123
Posts: 72
Joined: Thu Aug 06, 2009 10:43 am

standard errors to impulse responses

Postby nadja123 » Tue Aug 18, 2009 2:29 am

Hi guys,
I hope I'm right with this question under 'Estimation' theme:
I had problem with finding exact formula in EViews docs that is used for computing standard errors to VAR impulse responses. I need to be able to compute them in other mathematical software as well. I suppose that EViews eventually adjusts s.e. for dof, in case of small samples.
I bought full version of EViews 6 just recently, but without printed documentation. It could be that there exists something like a full list of formulas. If yes, is it available online?
Thanks for helping in advance!

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