Bootstrapping IRFs
Posted: 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
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