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st: Impulse response function in error correction model


From   Emilia Jurzyk <jurzyk@yahoo.com>
To   statalist@hsphsun2.harvard.edu
Subject   st: Impulse response function in error correction model
Date   Fri, 30 Apr 2004 04:37:13 -0700 (PDT)

Hi everybody,

I am currently trying to estimate error correction
models - a standard one (using vececm command) and a
threshold one. I have problems obtaining impulse
response functions. Has any of you know how to get it?
Is it possible to calculate them with arma model?

I would be very grateful for any help,

Emilia


	
		
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