Statistical inference for independent component analysis: application to structural VAR models (Q341899): Difference between revisions
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| Property / author | |||
| Property / author: Christian Gouriéroux / rank | |||
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| Property / author: Alain Monfort / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62M10 / rank | |||
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| Property / Mathematics Subject Classification ID: 62H25 / rank | |||
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| Property / Mathematics Subject Classification ID: 94A12 / rank | |||
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| Property / Mathematics Subject Classification ID: 62P20 / rank | |||
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| Property / zbMATH DE Number | |||
| 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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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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Revision as of 06:22, 28 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for independent component analysis: application to structural VAR models |
scientific article |
Statements
Statistical inference for independent component analysis: application to structural VAR models (English)
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17 November 2016
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independent component analysis
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pseudo maximum likelihood
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identification
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Cayley transform
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structural shocks
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structural VAR
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impulse response functions
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