Algorithm for IRF confidence intervals
Posted: Thu May 29, 2014 11:01 am
Can you tell me if you have written down somewhere algorithms you are using to
compute impulse response function confidence intervals? I can't seem to
find it in the Eviews manuals?
If not, what about article citations that you relied on?
Thanks
compute impulse response function confidence intervals? I can't seem to
find it in the Eviews manuals?
If not, what about article citations that you relied on?
Thanks