Nonlinear impulse response functions
"The standard linear technique of impulse response function analysis is extended to the nonlinear case by defining a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series"--Federal Reserve Bank of New York web site.
Materias
Ediciones (1)
- Nonlinear impulse response functions (1999)
Federal Reserve Bank of New York · inglés
