Impulse response function in non-standard VAR
Posted: 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?
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?