[R] What type of bootstrapping is used in package vars?

jessezeng junchuanzeng at gmail.com
Thu Jun 2 17:51:12 CEST 2011


Hi, 

I used the package vars for my project but when the impulse response plots
were produced, some of the levels are out of the confidence band. I was
wondering what the problem is and also, does anyone know what type of
bootstrapping the package is using: is it parametric, case resampling,
gaussian, or something else? 

Thanks a lot, 

Jesse

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