MCFEVDTABLE: RATS procedure to organize tables of FEVD's with confidence bands

Tom Doan ()

Statistical Software Components from Boston College Department of Economics

Abstract: Computes error bands for the forecast error variance decomposition for a VAR using using the information already computed. Note: this assumes that the shocks used are orthogonal and produce a complete factorization of the covariance matrix. It cannot be used with isolated shocks (from, for instance, sign restrictions).

Language: RATS
Requires: RATS 7.30
Keywords: Error; bands; for; FEVD (search for similar items in EconPapers)
Note: RPF and SRC files are plain text. See https://www.estima.com/ratsfiletypes.shtml
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https://www.estima.com/procs_perl/mcfevdtable.src (text/plain)

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