Source code for Generalized Impulse Response?

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Hvtcapollo
Posts: 9
Joined: Wed Mar 11, 2009 5:55 am

Source code for Generalized Impulse Response?

Postby Hvtcapollo » Tue Aug 24, 2010 9:29 pm

Hi all,

I would like to develop the code for generating the Generalized Impulse Response (GIR) based on resampling the errors since its distribution is not multivariate normal as assumption. So I really appreciate if anybody can post the source code for GIR function built-in Eviews. Thanks a lot and I really appreciate your help!

Best,

Hung

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
Posts: 13585
Joined: Tue Sep 16, 2008 5:38 pm

Source code for Generalized Impulse Response?

Postby EViews Gareth » Tue Aug 24, 2010 10:12 pm

We do not release source code, and even if we did, it would not be of much help since it is written in fairly obscure c++

Hvtcapollo
Posts: 9
Joined: Wed Mar 11, 2009 5:55 am

Re: Source code for Generalized Impulse Response?

Postby Hvtcapollo » Wed Aug 25, 2010 3:41 am

We do not release source code, and even if we did, it would not be of much help since it is written in fairly obscure c++
Thanks for your reply! I'll try another way. ^^


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