Results 1 - 10 of 86,373

Generalized Impulse Response Function.

by Simon M. Potter , 1998
"... The standard linear technique of impulse response function analysis is extended to the nonlinear case by de ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series. ..."
Abstract - Add to MetaCart
The standard linear technique of impulse response function analysis is extended to the nonlinear case by de ning a generalized impulse response function. Measures of persistence and asymmetry in response are constructed for a wide class of time series.

The Impulse Response Function and Ship Motions

by W. E. Cummins, Wwllfil Iiuhl, Alu Uinm, W. E. Cummins , 1962
"... After a review of the deficiencies of the usual equations of motion for an oscillating ship, two new representations are given. One makes use of the impulse response function and depends only upon the system being linear. The response is given as a convolution integral over the past history of the e ..."
Abstract - Cited by 102 (0 self) - Add to MetaCart
After a review of the deficiencies of the usual equations of motion for an oscillating ship, two new representations are given. One makes use of the impulse response function and depends only upon the system being linear. The response is given as a convolution integral over the past history

THE IMPULSE RESPONSE FUNCTION

by Tom Irvine , 2010
"... Consider a single-degree-of-freedom system. f(t) m & y& ..."
Abstract - Cited by 1 (0 self) - Add to MetaCart
Consider a single-degree-of-freedom system. f(t) m & y&

DEPARTMENT OF ECONOMICSWhich Impulse Response Function?

by David Ronayne, David Ronayne , 2011
"... This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued tha ..."
Abstract - Add to MetaCart
This paper compares standard and local projection techniques in the production of impulse response functions both theoretically and empirically. Through careful selection of a structural decomposition, the comparison continues to an application of US data to the textbook ISLM model. It is argued

Teaching Notes on Impulse Response Function and Structural VAR

by Jin-lung Lin , 2006
"... Structural VAR embeds economic theory within time series models, providing a convenient and powerful framework for policy analysis. Impulse response func-tion (IRF) tracks the impact of any variable on others in the system. It is an essen-tial tool in empirical causal analysis and policy effectivene ..."
Abstract - Add to MetaCart
Structural VAR embeds economic theory within time series models, providing a convenient and powerful framework for policy analysis. Impulse response func-tion (IRF) tracks the impact of any variable on others in the system. It is an essen-tial tool in empirical causal analysis and policy

Wavelet-Based Sensitivity Analysis of the Impulsive Response Function for Damage Detection

by S S Law , X Y Li , Hong Kong , P R C - Journal of Applied Mechanics
"... This paper discusses the extraction of the wavelet-based impulse response function from the acceleration response using the discrete wavelet transform (DWT ..."
Abstract - Cited by 1 (1 self) - Add to MetaCart
This paper discusses the extraction of the wavelet-based impulse response function from the acceleration response using the discrete wavelet transform (DWT

Volatility Impulse Response Functions for Multivariate Garch Models

by Christian M. Hafner, Helmut Herwartz , 2001
"... In the empirical analysis of financial time series, multivariate GARCH models have been used in various forms.As it is typical for nonlinear models there is yet no unique framework available to uncover dynamic covariance relationships for vector return processes.We introduce a new concept of impu ..."
Abstract - Cited by 5 (0 self) - Add to MetaCart
of impulse response functions tracing the e#ects of independent shocks on volatility through time.The advocated methodology avoids typical orthogonalization and ordering problems.Theoretical properties of volatility impulse response functions are derived and compared with conditional moment profiles

Finding an Impulse Response Function Using Genetic Programming

by Martin A. Keane, John R. Koza, James P. Rice , 1993
"... For many practical problems of control engineering, it is desirable to find a function, such as the impulse response function or transfer function, for a system for which one does not have an analytical model. The finding of the function, in symbolic form, that satisfies the requirements of the prob ..."
Abstract - Cited by 6 (0 self) - Add to MetaCart
For many practical problems of control engineering, it is desirable to find a function, such as the impulse response function or transfer function, for a system for which one does not have an analytical model. The finding of the function, in symbolic form, that satisfies the requirements

Impulse Response Functions in Generalized Bayesian Autoregressive Models

by Hedibert F. Lopes, Helio S. Migon
"... Vector autoregressions (VAR) are extensively used to model economic time series. The large number of parameters is the main difficult with VAR models, however. To overcome this, Litterman (1986) suggests to use a Bayesian strategy to estimate the VAR, equation by equation, where, a priori, the la ..."
Abstract - Add to MetaCart
by Kadiyala and Karlsson (1993). This methodology was applied to some Brazilian economic variables, as a bivariate VAR, (Lima, Migon and Lopes (1993)). The main interest remains in studying the impulse response functions sensitivity of Bayesian VAR modeling to the hyperparameters choice of the Litterman

Impulse-response functions for chromatic and achromatic stimuli

by David C Burr - Journal of the Optical Society of America A , 1993
"... Thresholds were measured for detecting pairs of briefly flashed stimuli displayed successively at variable onset asynchronies. The stimuli were 1 cycle/deg vertical sinusoidal gratings, modulated either in luminance (yellow-black) or in color (red-green). The successive presentations were either of ..."
Abstract - Cited by 11 (0 self) - Add to MetaCart
at threshold. To calculate impulse response functions from the summation data, we assumed that the neural impulse response from two successive stimuli sum linearly at threshold, that thresholds are determined by probability summation of the combined impulse response over time, and that the impulse response can
Results 1 - 10 of 86,373