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From | "FINERTY A.J.J." <a.j.j.finerty@durham.ac.uk> |
To | <statalist@hsphsun2.harvard.edu> |
Subject | st: Panel VAR Impulse Response Functions |
Date | Thu, 21 Feb 2013 17:36:09 -0000 |
Dear Statalisters, I notice that pvar.ado, developed by Dr Love while working at the World Bank, seems a popular program for estimating panel VARs. Hopefully, therefore, someone will have come across the following and know how to resolve it. The impulse responses that the program gives are much bigger than I expected, since I expected them to be computed on unit shocks. However, the comments in the code indicate that each impulse response function is computed using "1 std shock". Does anyone know how to find the standard shock mentioned here so I can determine the responses I'm looking for by hand or, alternatively, does anyone know how to make the program return impulse responses generated by unit shocks instead of standard shocks? Best wishes, Alistair Finerty a.j.j.finerty@durham.ac.uk * * For searches and help try: * http://www.stata.com/help.cgi?search * http://www.stata.com/support/faqs/resources/statalist-faq/ * http://www.ats.ucla.edu/stat/stata/