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Re: st: Confidence intervals


From   aapdm <aapdm_999@yahoo.co.uk>
To   statalist@hsphsun2.harvard.edu
Subject   Re: st: Confidence intervals
Date   Fri, 30 May 2008 09:57:26 +0100 (BST)

Forgot to mention: I do not use the in-built Stata
command for impulse response functions because this
can only be used following var , vec or svar... as I
have a panel I was unable to use those commands...


--- aapdm <aapdm_999@yahoo.co.uk> wrote:

> Hi,
> 
> I am computing impulse response functions,
> predicting
> each step using the coefficient estimates I obtained
> from a system of regression.
> 
> I want to add confidence intervals. To do so, for
> each
> predicted value I compute I use the nlcom command
> that
> uses the Delta method.
> 
> I am however puzzled because in each step, the
> standard errors become smaller and smaller so that
> my
> confidence intervals are become smaller and smaller
> too, which does not make sense.
> 
> Could someone help me or perhaps tell me whether
> there
> is another way of doing?
> 
> Many thanks.
> 
> Best, Alice
> 
> 
>      
>
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