Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach (Q6050715)
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scientific article; zbMATH DE number 7739733
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach |
scientific article; zbMATH DE number 7739733 |
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Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach (English)
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19 September 2023
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structural vector autoregressive model
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non-Gaussian distribution
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independent component analysis
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pseudo maximum loglikelihood estimator
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semiparametric statistics
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Monte Carlo experiment
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