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Haar wavelet 1 maximal overlap discrete wavelet transform 1 wavelet transfer function model 1
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Bruzda, Joanna 1
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Dynamic Econometric Models 1
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The Haar Wavelet Transfer Function Model and Its Applications
Bruzda, Joanna - In: Dynamic Econometric Models 11 (2011), pp. 141-154
In the paper the Haar wavelet transfer function models are suggested as a way to parsimoniously parametrise the impulse responses and construct models with parameters providing an insight into the frequency content of the relationships under scrutiny. Besides, the models enable to verify...
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