Formula for standard errors in cumulative IRF
Posted: Sun Jul 27, 2025 6:29 pm
Dear eviews community,
Can i ask if anyone knows the formula for summing the analytic standard errors from a non-cumulative IRF into a cumulative IRF please?
Thanks,
koh
Can i ask if anyone knows the formula for summing the analytic standard errors from a non-cumulative IRF into a cumulative IRF please?
Thanks,
koh