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What conditions must non-linear time series models, such as vector autoregressive models, satisfy in order to use impulse response functions

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

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What conditions must non-linear time series models, such as vector autoregressive models, satisfy in order to use impulse response functions

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