Impulse response analysis in nonlinear multivariate models

Journal of Econometrics - Tập 74 - Trang 119-147 - 1996
Gary Koop1, M.Hashem Pesaran2, Simon M. Potter3
1Department of Economics, University of Toronto, Toronto, M5S 1A1, Canada
2Faculty of Economics and Politics, University of Cambridge, Cambridge CB2 1TQ, UK
3Department of Economics, University of California, Los Angeles, CA 90024-1477, USA

Tài liệu tham khảo

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