Re: [Gretl-users] Standard Error Impulse Response
Am 04.04.2019 um 22:35 schrieb Olasehinde Timmy:
Dear Professors
I couldn't access the stardard error scaled impulse response after
estimating VECM/VAR model, instead the cholesky one. This is not useful
for the analysis I am doing. Please, is there a way to do this?
Thanks.
Hi, do I understand correctly that you want to have a different scaling
convention for the structural shocks in the SVAR addon?
cheers
sven