[R-SIG-Finance] Output of vars package impulse response function

R. Michael Weylandt michael.weylandt at gmail.com
Tue Nov 8 21:49:23 CET 2011


If no one here knows, it may be worth it to contact the package
maintainer directly. See maintainer("vars")

Michael

On Tue, Nov 8, 2011 at 9:44 AM, Richard Saba <sabaric at charter.net> wrote:
> Does anyone know if the  bootstrap  CI intervals generated by the irf()
> function in the " vars"  package are bias corrected?
>
>
>
> I posted this on the R-Help website but the only response I got was a
> suggestion to post on this site.
>
> Thanks,
>
> Richard Saba
>
>
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>
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