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Estimating confidence intervals of the cumulative structural impulse–response functions
Estimating confidence intervals of the cumulative structural impulse–response functions

Hello,

I have estimated csirf following the instructions from this post: https://blog.stata.com/2016/10/27/lo...utoregression/

But I wonder how can I estimate the CIs considering that there are no standard erros for the cumulative structural impulse–response functions I just created.

Thanks,
JL

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Estimating confidence intervals of the cumulative structural impulse–response functions

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