statsmodels/statsmodels — pull request #2067 by josef-pkt (2014-10-25 03:04:47+00:00)
Title: ENH: allow generalized irf fevd calculations

this makes currently only one change to choose the matrix for the forecast error variance decomposition in VAR

see thread on mailing list
https://groups.google.com/d/msg/pystatsmodels/BqMqOIghN78/A3CpDH6_h5AJ

This reproduces the results for an example with generalized fevd, but I don't know about other changes that would be useful.
Looks innocent since it doesn't change anything in the default case, AFAICS