Re: [Gretl-users] impulse-response functions from VECM in Grtel
Am 18.08.2017 um 12:51 schrieb lasses skola:
Hi, and thank you for your response! I am not using any addons to my
knowledge. I was a big vague maybe. There is an option to calculate
confidence intervals of the IRFs using bootstrapping.
OK, can you describe in more detail what you are doing and how?
I think I put the question in the wrong way as well. What unit is the
shock in? One standard deviation? Or SE of regression?
One unit of the respective unit of measurement of the variable, as I
wrote before.
cheers,
sven