Bootstrapping IRFs

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stefanp
Posts: 63
Joined: Wed Sep 30, 2015 12:24 am

Bootstrapping IRFs

Postby stefanp » Mon Dec 07, 2015 9:09 am

Hey everbody,

I am pretty new to Eviews and would like to use bootstrapped bands as confidence intervals instead of the "regular" analytic standard errors for impulse response functions from an SVAR model.

Is that possible?

Best,
stefan
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13604
Joined: Tue Sep 16, 2008 5:38 pm

Re: Bootstrapping IRFs

Postby EViews Gareth » Mon Dec 07, 2015 9:42 am

There is nothing currently built in to do it, no.
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