Impulse-Response Analysis in Econometrics.

We 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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Year of publication:	1996
Authors:	Bruneau, C.
Institutions:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor.
Subject:	TIME SERIES \| ECONOMETRICS

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Series:	Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
Type of publication:	Book / Working Paper
Notes:	39 pages
Classification:	C20 - Econometric Methods: Single Equation Models. General ; C22 - Time-Series Models
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005775616