Impulse response analysis in nonlinear mul- tivariate models. Journal of Econometrics 74, 119-147.Koop, G, Pesaran, H and Potter, S (1996), `Impulse response analysis in nonlinear multivariate models', Journal of Econometrics, Vol. 74, No. 1, pages 119-47....
Impulse response analysis in nonlinear multivariate models. Journal of Econometrics, 74, 119-147. Koutmos, G. and G.G. Booth (1995), Asymmetric volatility transmission in international stock markets, Journal of International Money and Finance, 14, 747-762. Le Pen, Y., B. Sévi, (2010), ...
Impulse response analysis in nonlinear multivariate models ☆Generalized impulse response analysis in linear multivariate modelsSpecious reward: a behavioral theory of impulsiveness and impulse control.Two-phase approach for deblurring images corrupted by impulse plus Gaussian noiseUltra-wide bandwidth time-...
discussed.Theoretical analysis and numerical simulation show that the model presented here is more reasonable than the traditional linear dynamic model.Furthermore,this model is simple and convenience for computation.It can be used to determine the natural frequencies of nonlinear vibration-isolation ...
A nonlinear decay model consisting of an exponential decay plus stationary noise given as a constant has recently been applied for modeling a RIR in an automated estimation of the truncation time [24]. This nonlinear decay model representing a Method of analysis The proposed procedure for the ...
1.Thenimpulse response method in time domainof linear vibrating system is applied in the system,the response of localized nonlinear vibrating system was obtained by convolution integration between unit impulse response of corresponding linear system and equivalent nonlinear force,and numerical simulation of...
aImpulse response function characterize the impact of “a stream of erratic shocks” on dynamic economic models. They measure the consequences of alternative shocks on the future variables within the dynamical system. These methods are routinely used in linear time series analysis, and they can be ...
Asymmetric Price Transmission in Food Supply Chains: Impulse Response Analysis by Local Projections Applied to U.S. Broiler and Pork Prices In this article, the author's set out Jord脿's (2005) method of local projections by which nonlinear/ asymmetric impulse responses can be computed without ...
Impulse responses of auditory nerve fibers are characterized by frequency sweeps, or glides in instantaneous frequency. This property of the tuning of the ... Laurel H. Carney - IEEE 被引量: 0发表: 1999年 A phenomenological model for the responses of auditory-nerve fibers. II. Nonlinear tuning...
For an example of finding a true delay, see Identify Nonparametric Impulse Response Model from Data. To generate the impulse response coefficients for negative time values, which is useful for feedback analysis, use a negative integer. If you specify a negative value, the value must be the ...