VECM help!

#1
Hey all,

I have a problem concerning STATA'S VECM capabilities. I am trying to run a regression using vec and implement an irf from the model. However, after running a vec, irfs do not include confidence intervals. This is not unique to STATA but I can't figure out why the bootstrap method cannot be used.

I've been told that I can run a VAR in levels but am unsure how to do so or how to find the correct parameters.

Is anyone familiar with this methodology able to help?

Thanks,

Rick