Resumen
Nonfundamental representations of univariate processes have been applied in the fields of Finance and Economics to describe nonlinear dynamics resulting from future shocks. This paper introduces a novel estimation technique for general linear time series models, potentially noninvertible and noncausal, by utilizing the empirical cumulative distribution function of residuals.
Ponente
Dr. Weifeng Jin,
Assistant Professor, ITAM
Informes
eli@sigma.iimas.unam.mx