Confidence bands for Impulse Function SVAR
Posted: 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.
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.