SVAR - IRF Confidence Bands

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wsnp
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Joined: Mon Feb 15, 2016 6:57 pm

SVAR - IRF Confidence Bands

Postby wsnp » Mon Feb 15, 2016 7:01 pm

Hello,

Is it possible to define our own confidence bands around the point estimates in an IRF generated from SVAR?
If so how? Appreciate if somebody could take the time to explain.

Thanks in advance.
-W
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