Confidence band for IRFs in an VECM

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ylijohtaja
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Joined: Mon Sep 06, 2010 9:06 am

Confidence band for IRFs in an VECM

Postby ylijohtaja » Thu Mar 31, 2011 6:50 am

Hi
Is there a readily available "routine" to estimate confidence bands or standard errors for impulse responses that are derived from a vector error correction model?
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EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Confidence band for IRFs in an VECM

Postby EViews Gareth » Thu Mar 31, 2011 8:01 am

Not that I'm aware of.
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