Confidence Interval
Posted: Mon Oct 27, 2014 10:46 am
Hi,
I am running a VAR and I am presenting the impulse response functions with 95 percent confidence bands. I am using Monte Carlo estimates with 1000 replications.
I need to present smallerr confidence intervals.
I was wondering whether I can do it with eviews. (Eventually by saving the results of Monte Carlo estimates).
Thanks a lot,
G
I am running a VAR and I am presenting the impulse response functions with 95 percent confidence bands. I am using Monte Carlo estimates with 1000 replications.
I need to present smallerr confidence intervals.
I was wondering whether I can do it with eviews. (Eventually by saving the results of Monte Carlo estimates).
Thanks a lot,
G