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

Managerial Economics: Applications, Strategies and Tactics (MindTap Course List)
14th Edition
ISBN:9781305506381
Author:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Publisher:James R. McGuigan, R. Charles Moyer, Frederick H.deB. Harris
Chapter5: Business And Economic Forecasting
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Problem 1.5CE: In attempting to formulate a model of the passenger arrival data on cruise ships over time would a...
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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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