Strong Orthogonal Decompositions and Nonlinear Impulse Response Functions for Infinite-Variance Processes
Year of publication: |
2004-05
|
---|---|
Authors: | Hill, Jonathan B. |
Institutions: | Department of Economics, Florida International University |
Subject: | Orthogonal decompositions | Banach spaces | projection iterations | infinite variance | moving average | nonlinear impulse response function | smooth transition autoregression | Lp-metric projection | Lp-GMM |
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