6 What is meant by generalised impulse response analysis? Can generalised impulse response analysis avoid all the

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6 What is meant by generalised impulse response analysis? Can generalised impulse response analysis avoid all the complications in orthogonalisation while achieving the same goal?

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Financial Econometrics

ISBN: 9780415426695

1st Edition

Authors: Peijie Wang

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Question Posted: Oct 22, 2024 01:00 AM

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6 What is meant by generalised impulse response analysis? Can generalised impulse response analysis avoid all the complications in orthogonalisation while achieving the same goal?
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6 What is meant by generalised impulse response analysis? Can generalised impulse response analysis avoid all the

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Financial Econometrics

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