Source code for Generalized Impulse Response?
Posted: 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
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