Re: [Gretl-users] Standard Error Impulse Response
Thanks for your reply sir. You know that gretl only supports the cholesky
patter in computing the impulse response in VECM estimation. Unlike the
Eviews where you can access more than one type of scaling. For example
On Fri, Apr 5, 2019, 9:11 AM Sven Schreiber <svetosch(a)gmx.net> wrote:
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
_______________________________________________
Gretl-users mailing list
Gretl-users(a)lists.wfu.edu
http://lists.wfu.edu/mailman/listinfo/gretl-users
Attachments:
- attachment.html (text/html — 1.5 KB)