Impulse response function in non-standard VAR

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DORNAS
Posts: 1
Joined: Tue Jun 04, 2013 4:57 am

Impulse response function in non-standard VAR

Postby DORNAS » Wed Jun 05, 2013 1:26 am

As far as the VAR object does not allow to handle restrictions on lag coefficients and E-VIEWS guide suggest to estimate these VAR as a sytem,

Is there a convenient way to create impulse response functions for a system or any other way to obtain an IRF for a non-standard VAR?

EViews Gareth
Fe ddaethom, fe welon, fe amcangyfrifon
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Joined: Tue Sep 16, 2008 5:38 pm

Re: Impulse response function in non-standard VAR

Postby EViews Gareth » Wed Jun 05, 2013 7:54 am

Unfortunately there is nothing built in to do it, nor do I know of any programs that can.


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