Dear all, I'm dealing with a VAR model in gretl. Since I need to describe details about the model estimation, could someone tell me what is the default procedure of gretl for estimating confidence intervals for impulse response functions? I didn't find it in the manual.
Thank you in advance. Gabriela
Dear all,
I'm dealing with a VAR model in gretl. Since I need to describe details about the model estimation, could someone tell me what is the default procedure of gretl for estimating confidence intervals for impulse response functions? I didn't find it in the manual.
Thank you in advance.
Gabriela
