Results 271 to 280 of about 415,160 (303)

Examining impulse response functions in cointegrated systems

Applied Economics, 1997
A system of reduced forms with cointegrated variables may be estimated in two ways: as a vector autoregression in levels, or as a vector error correction model. The latter is a restricted version of the former. If there is cointegration, imposing this restriction will yield more efficient estimates.
Atsuyuki Naka, David Tufte
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Cross-correlogram estimators of impulse response functions

Theory of Probability and Mathematical Statistics, 2017
zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Kozachenko, Yu. V., Rozora, I. V.
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About Local Projection Impulse Response Function Reliability

SSRN Electronic Journal, 2018
I compare the performance of the vector autoregressive (VAR) model impulse response function estimator with the Jorda (2005) local projection (LP) methodology. In a Monte Carlo experiment, I demonstrate that when the data generating process is a well-specified VAR, the standard impulse response function estimator is the best option.
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The Impulse, Frequency Response and Transfer Functions

International Journal of Electrical Engineering & Education, 1984
Three mathematical characterisations of linear systems are discussed with the aim of clarifying their interrelations and role in predicting responses to given stimuli.
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Transfer Function/Impulse Response of Free Space

2015
This excerpt gives a succinct explanation of transfer function/impulse response of free space.
Andrey Alenin, J. Scott Tyo
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Properties of impulsive responses and Green's functions

IRE Transactions on Circuit Theory, 1955
THE INVESTIGATION of general communication systems usually starts by considering a black box, N, with an input u and an output v (see Fig. 1). We express the relation between u and v symbolically by the equation $v = N_u. \eqno{\hbox{(1)}}$ (1)
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Analytical solution of impulse response function of finite-depth water waves

Ocean Engineering, 2022
Takahito Iida
exaly  

Defect detection in concrete plates with impulse-response test and statistical pattern recognition

Mechanical Systems and Signal Processing, 2021
Sikandar Sajid, Luc Chouinard
exaly  

Impulse response analysis in nonlinear multivariate models

Journal of Econometrics, 1996
Gary Koop
exaly  

Transfer function-noise modeling in continuous time using predefined impulse response functions

Water Resources Research, 2002
Marc F P Bierkens
exaly