Impulse-Response Analysis in Econometrics
AbstractWe focus on the concept of impulse in econometrics analysis of time series. We recognize two useful characterizations, which are respectively deterministic and stochastic.
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Bibliographic InfoPaper provided by Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor. in its series Papers with number 9613.
Length: 39 pages
Date of creation: 1996
Date of revision:
Contact details of provider:
Postal: THEMA, Universite de Paris X-Nanterre, U.F.R. de science economiques, gestion, mathematiques et informatique, 200, avenue de la Republique 92001 Nanterre CEDEX.
TIME SERIES; ECONOMETRICS;
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