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Confidence band for IRFs in an VECM

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Confidence band for IRFs in an VECM

Posted: Thu Mar 31, 2011 6:50 am
by ylijohtaja
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?

Re: Confidence band for IRFs in an VECM

Posted: Thu Mar 31, 2011 8:01 am
by EViews Gareth
Not that I'm aware of.
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