The Impulse Response Analysis of General Inference on Cointegration Vector for Non-Stationary Process by Local Projection
碩士 === 國立中山大學 === 經濟學研究所 === 98 === Jorda (2005) proposed the new method to estimate impulse response functions by local projection. The new method, local projection, can avoid the misspecification problem. That is, local projections are robust to misspecification of the data generating process (DGP...
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| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/35300295618443751264 |