SVAR response standard errors
Posted: Tue Apr 07, 2009 8:54 am
Hello!
I estimated a Structural VAR with long-run (Blanchard-Quah) restrictions. Everything is fine in the estimation, but when I ask Eviews to display (structural) impulse-response functions with response standard errors, these standard errors doesn’t appear!
What's happening? Can anyone help me? Is this a problem with Eviews6? :eviews6:
P.D.: I also saw that other guy had the same problem:
http://forums.eviews.com/viewtopic.php? ... SVAR#p1956
I estimated a Structural VAR with long-run (Blanchard-Quah) restrictions. Everything is fine in the estimation, but when I ask Eviews to display (structural) impulse-response functions with response standard errors, these standard errors doesn’t appear!
What's happening? Can anyone help me? Is this a problem with Eviews6? :eviews6:
P.D.: I also saw that other guy had the same problem:
http://forums.eviews.com/viewtopic.php? ... SVAR#p1956