منابع مشابه
Nonlinear impulse response functions
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. ( 2000 Elsevier Science B.V. All rights reserved. JEL classixcation: C22; C51; C52; E32
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متن کاملNonparametric Estimation of Generalized Impulse Response Functions
We derive a local linear estimator of generalized impulse response (GIR) functions for nonlinear conditional heteroskedastic autoregressive processes and show its asymptotic normality. We suggest a plug-in bandwidth based on the derived asymptotically optimal bandwidth. A local linear estimator for the conditional variance function is proposed which has simpler bias than the standard estimator....
متن کاملBOLD impulse response functions and baseline-dependent response adaptation
INTRODUCTION It is well known that the BOLD impulse response functions (IRFs) show some degree of variability – primarily represented by either a presence or absence of a delayed undershoot – across different stimuli and/or regions. However a mechanistic basis of the BOLD-IRF variability is unknown. We hypothesized that BOLD-IRFs could be different due to the system’s variable adaptive properti...
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Relevant issues in using functional magnetic resonance imaging (fMRI) experiments to characterize the visual system include estimating the response fields resulting from given stimuli, namely the spatial distribution of substantial activity in the brain, as well as their temporal properties and the gain fields, the changes in the response field that variables such as attention and eye position ...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 1999
ISSN: 1556-5068
DOI: 10.2139/ssrn.163169