[图书][B] Impulse response function

H Lütkepohl - 2010 - Springer
Sims (1980) questioned the way classical simultaneous equations models were specified
and identified. He argued in particular that the exogeneity assumptions for some of the …
被引用次数：138 相关文章

impulse response function

SN Durlauf - Springer
Sims (1980) questioned the way classical simultaneous equations models were specified
and identified. He argued in particular that the exogeneity assumptions for some of the …

Impulse Response Function

H LUETKEPOHL - 2008 - cadmus.eui.eu
Impulse response functions are useful for studying the interactions between variables in a
vector autoregressive model. They represent the reactions of the variables to shocks hitting …