Statistical inference for independent component analysis: application to structural VAR models (Q341899): Difference between revisions

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-.1016/j.jeconom.2016.09.007
@@ Property / DOI: 10.1016/j.jeconom.2016.09.007 / rank @@
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+M10
@@ Property / Mathematics Subject Classification ID: 62M10 / rank @@
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+H25
@@ Property / Mathematics Subject Classification ID: 62H25 / rank @@
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+A12
@@ Property / Mathematics Subject Classification ID: 94A12 / rank @@
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+P20
@@ Property / Mathematics Subject Classification ID: 62P20 / rank @@
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@@ Property / zbMATH DE Number @@
+6653840
@@ Property / zbMATH DE Number: 6653840 / rank @@
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@@ Property / zbMATH Keywords @@
+independent component analysis
@@ Property / zbMATH Keywords: independent component analysis / rank @@
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@@ Property / zbMATH Keywords @@
+pseudo maximum likelihood
@@ Property / zbMATH Keywords: pseudo maximum likelihood / rank @@
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+identification
@@ Property / zbMATH Keywords: identification / rank @@
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+Cayley transform
@@ Property / zbMATH Keywords: Cayley transform / rank @@
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+structural shocks
@@ Property / zbMATH Keywords: structural shocks / rank @@
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+structural VAR
@@ Property / zbMATH Keywords: structural VAR / rank @@
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+impulse response functions
@@ Property / zbMATH Keywords: impulse response functions / rank @@
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+Publication
@@ Property / MaRDI profile type: Publication / rank @@
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@@ Property / OpenAlex ID @@
+W2530174677
@@ Property / OpenAlex ID: W2530174677 / rank @@
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@@ Property / cites work @@
+Q3796553
@@ Property / cites work: Q3796553 / rank @@
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@@ Property / cites work @@
+The probability law for the sum of 𝑛 independent variables, each subject to the law (1/\vphantom{1(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))𝑠𝑒𝑐ℎ(𝜋𝑥/\vphantom{𝜋𝑥(2ℎ)}.\kern-\nulldelimiterspace(2ℎ))
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@@ Property / cites work @@
+Consistent noisy independent component analysis
@@ Property / cites work: Consistent noisy independent component analysis / rank @@
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@@ Property / cites work @@
+Consistent independent component analysis and prewhitening
+Normal rank
@@ Property / cites work @@
+Testing for fundamental vector moving average representations
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@@ Property / cites work @@
+Independent component analysis, a new concept?
@@ Property / cites work: Independent component analysis, a new concept? / rank @@
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@@ Property / cites work @@
+Blind separation of sources. II: Problems statement
+Normal rank
@@ Property / cites work @@
+Noncausal vector autoregressive process: representation, identification and semi-parametric estimation
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+Econometric specification of stochastic discount factor models
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+Q4369653
@@ Property / cites work: Q4369653 / rank @@
+Normal rank
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+Asymptotic Properties of Non-Linear Least Squares Estimators
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+Blind separation of sources. I: An adaptive algorithm based on neuromimetic architecture
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+The varimax criterion for analytic rotation in factor analysis
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+Identification and estimation of non-Gaussian structural vector autoregressions
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+Q5664695
@@ Property / cites work: Q5664695 / rank @@
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@@ Property / cites work @@
+Q5312885
@@ Property / cites work: Q5312885 / rank @@
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@@ Property / cites work @@
+The Deflation-Based FastICA Estimator: Statistical Analysis Revisited
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@@ Property / cites work @@
+Blind separation of mixture of independent sources through a quasi-maximum likelihood approach
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@@ Property / cites work @@
+Structural Vector Autoregressions: Theory of Identification and Algorithms for Inference
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@@ Property / DOI @@
+.1016/J.JECONOM.2016.09.007
@@ Property / DOI: 10.1016/J.JECONOM.2016.09.007 / rank @@
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@@ links / mardi / name / links / mardi / name @@
+Publication:341899