Identification and estimation of non-Gaussian structural vector autoregressions (Q77374): Difference between revisions

From MaRDI portal
Created claim: Wikidata QID (P12): Q61626408, #quickstatements; #temporary_batch_1717958398551
ReferenceBot (talk | contribs)
Changed an Item
Property / cites work
 
Property / cites work: MULTIVARIATE AR SYSTEMS AND MIXED FREQUENCY DATA: G-IDENTIFIABILITY AND ESTIMATION / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for all-pass time series models / rank
 
Normal rank
Property / cites work
 
Property / cites work: The Lindeberg-Levy Theorem for Martingales / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q3770650 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation for noncausal autoregressive processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: A test for independence based on the correlation dimension / rank
 
Normal rank
Property / cites work
 
Property / cites work: Stock market conditions and monetary policy in a DSGE model for the U.S. / rank
 
Normal rank
Property / cites work
 
Property / cites work: A note on time-reversibility of multivariate linear processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: Consistent independent component analysis and prewhitening / rank
 
Normal rank
Property / cites work
 
Property / cites work: DSGE Models with Student-<i>t</i>Errors / rank
 
Normal rank
Property / cites work
 
Property / cites work: Independent component analysis, a new concept? / rank
 
Normal rank
Property / cites work
 
Property / cites work: On Uniqueness of Moving Average Representations of Heavy‐tailed Stationary Processes / rank
 
Normal rank
Property / cites work
 
Property / cites work: <i>R</i>-Estimation for Asymmetric Independent Component Analysis / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4039983 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q2896095 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Semiparametrically efficient inference based on signed ranks in symmetric independent component models / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identifying restrictions of linear equations with applications to simultaneous equations and cointegration / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5179661 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Identification Results for Armax Structures / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural Vector Autoregressions With Nonnormal Residuals / rank
 
Normal rank
Property / cites work
 
Property / cites work: Structural vector autoregressions with Markov switching / rank
 
Normal rank
Property / cites work
 
Property / cites work: Noncausal Autoregressions for Economic Time Series / rank
 
Normal rank
Property / cites work
 
Property / cites work: Maximum likelihood estimation of a noninvertible ARMA model with autoregressive conditional heteroskedasticity / rank
 
Normal rank
Property / cites work
 
Property / cites work: Blind separation of mixture of independent sources through a quasi-maximum likelihood approach / rank
 
Normal rank
Property / cites work
 
Property / cites work: Relations between Weak and Uniform Convergence of Measures with Applications / rank
 
Normal rank
Property / cites work
 
Property / cites work: Approximation Theorems of Mathematical Statistics / rank
 
Normal rank

Revision as of 06:47, 13 July 2024

scientific article
Language Label Description Also known as
English
Identification and estimation of non-Gaussian structural vector autoregressions
scientific article

    Statements

    196
    0 references
    2
    0 references
    288-304
    0 references
    February 2017
    0 references
    13 January 2017
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    Identification and estimation of non-Gaussian structural vector autoregressions (English)
    0 references
    structural vector autoregressive model
    0 references
    identification
    0 references
    impulse responses
    0 references
    non-Gaussianity
    0 references
    0 references
    0 references
    0 references
    0 references

    Identifiers