dear
all, one question and one comment on the
bootstrap confidence intervals of VAR IRF's:
- is
there some documentation around? in the 2019c "Guide" it is
still listed as "todo". I think the number of redrawings
should documented somewhere in the output.
- it
would be nice to have the number of redrawings controlled by
the user: serious work need large numbers not needed in
expoloratoy work.
thanks!
Stefano
--
________________________________________________________________________
Stefano Fachin
Professore Ordinario di Statistica Economica
Dip. di Scienze Statistiche
"Sapienza" Universitā di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/