Confidence Bands in IRFs using Long-Run Restrictions
Posted: Fri Sep 28, 2012 2:39 pm
Hello,
I'm estimating a SVAR with long-run restrictions and need to test the impulse response functions to a structural shock. Unfortunately, EViews does have this option but doesn't plot the confidence bands. Could you help me with that, please?
Thanks in advance.
I'm estimating a SVAR with long-run restrictions and need to test the impulse response functions to a structural shock. Unfortunately, EViews does have this option but doesn't plot the confidence bands. Could you help me with that, please?
Thanks in advance.