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" Università di Roma
P.le A. Moro 5 - 00185 Roma - Italia
Tel. +39-06-49910834
fax +39-06-49910072
web http://stefanofachin.site.uniroma1.it/
--
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