confidence interval impulse response functions

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Ingolstadt
Posts: 12
Joined: Tue Nov 04, 2008 10:09 am

confidence interval impulse response functions

Postby Ingolstadt » Fri Sep 11, 2009 4:26 am

hi,

i estimated a VEC and now i created the impulse response function.
is there a way to include confidence bands for the impulse response function?
without any confidence bands any interpretation of the VEC is really difficult.
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