Strong Orthogonal Decompositions and Non-Linear Impulse Response Functions for Infinite Variance Processes
Year of publication: |
2004-01-06
|
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Authors: | Hill, Jonathan B. |
Institutions: | EconWPA |
Extent: | application/pdf |
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Series: | |
Type of publication: | Book / Working Paper |
Notes: | Type of Document - pdf; prepared on WinXP; pages: 36 36 pages |
Classification: | C22 - Time-Series Models ; C29 - Econometric Methods: Single Equation Models. Other |
Source: |
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