confidence bands for IRF's
Posted: Wed Oct 28, 2009 10:36 am
Hello,
I would like to ask how to get the confidence bands (simulated, bootstrapped) for the impulse responses for the SVECM model calculated with CATS. I am using CATS menu - Misc > Structural MA model and I am getting graphs for impulse responses of each variable for every shock, but there are no confidence bands built in.
Your help will be really appreciated.
Magda
I would like to ask how to get the confidence bands (simulated, bootstrapped) for the impulse responses for the SVECM model calculated with CATS. I am using CATS menu - Misc > Structural MA model and I am getting graphs for impulse responses of each variable for every shock, but there are no confidence bands built in.
Your help will be really appreciated.
Magda