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st: confidence intervals for IRFs

From   ulio Glogowsky <>
Subject   st: confidence intervals for IRFs
Date   Wed, 19 Sep 2012 10:29:23 +0200

Dear Statalist,

I want to use the method outlined by Doan (1990) to construct
confidence intervals for an impulse response function of a VAR by
Monte Carlo integration.
To do this, I need to draw new covariance matrices from an inverse
wishart distribution. Is there a simple way to make these draws in

Kind regards,
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