On Fri, 16 Oct 2015, oleg_komashko(a)ukr.net wrote:
Of course,
but bootstrapping confidence intervals requires quite a
few additional scripting
Or maybe using the SVAR package.
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Riccardo (Jack) Lucchetti
Dipartimento di Scienze Economiche e Sociali (DiSES)
Università Politecnica delle Marche
(formerly known as Università di Ancona)
r.lucchetti(a)univpm.it
http://www2.econ.univpm.it/servizi/hpp/lucchetti
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