generalized impulse response function
Posted: Wed Aug 31, 2011 9:19 am
To estimate the generalized impulse response function in a VAR system, Eviews provides these responses with -+2 standard errors obtained from Monte Carlo simulation.
how these standard errors are calculated via Monte Carlo simulation?
I'd be grateful if you could give an answer.
how these standard errors are calculated via Monte Carlo simulation?
I'd be grateful if you could give an answer.