confidence interval impulse response functions
Posted: 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.
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.