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estimating impulse response function using jorda's local projection method

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estimating impulse response function using jorda's local projection method

ramesh
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Hello,
I am working with time series data and trying to estimate the set of impulse response function (variables-fedfunds and gs10 series) using Jorda's local projections method. Is there any way to estimate it in stata?

Rregards,
Ramesh Ghimire
University of Georgia
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Re: estimating impulse response function using jorda's local projection method

ramesh
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Maarten,
Thanks for your prompt response. I am trying to find the impulse response function using jorda's local projection after estimating the sur model. Is there any idea?

Regards,
Ramesh Ghimire
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