Confidence bands for Impulse Function SVAR

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aleconomista
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Joined: Fri Jun 21, 2013 5:30 pm

Confidence bands for Impulse Function SVAR

Postby aleconomista » Fri Jun 21, 2013 5:37 pm

Hi:

I have a question, I want to estimate the confidence bands for impulse-response functions using SVAR modelling. The problem is that Eviews cannot do it. what can i do?

How can i estimate the bands?

Thanks.

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