Confidence intervals of time varying coefficients

[Ameer]

Hi everyone

I have estimated time-varying coefficient regression model with flexible least squares (FLS) provided by tvpuni adds-in

Code: Select all

'simple fixed parameter estimation equation fixed.ls cc cpi li fdi fpi oi 'time varying parameter estimation with flexible least squares fixed.tvpuni(method="1",lambda="100",savem)

This is a plot of time-varying coefficients of one of the explanatory variables



Is there any way to calculate the confidence intervals of the coefficients so later to be plotted along the line of the coefficients?

Any help is deeply appreciated