Bootstrapped IRFs for restricted VECMs
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In CVS you're now able to produce bootstrapped confidence
intervals around the impulse response functions for restricted
VECMs.
If you're interested, please test and report any bad stuff!
Allin
Hi Allin,
I just wanted to compute the IRF and corresponding confidence
intervals but I am getting the error message "out of memory".
I've never received it before...
I'll try to run some regressions on JMulti during the weekend to
compare the results with gretls computation.
Anyway, thank you for implementing this nice feature!!
Artur
2011/1/11 Allin Cottrell <cottrell(a)wfu.edu>:
In CVS you're now able to produce bootstrapped confidence
intervals around the impulse response functions for restricted
VECMs.
If you're interested, please test and report any bad stuff!
Allin
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artur tarassow