Pages that link to "Item:Q2236880"

The following pages link to Identification of structural vector autoregressions through higher unconditional moments (Q2236880):

Displayed 8 items.

• Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) ‎ (← links)
• Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) ‎ (← links)
• Refining set-identification in VARs through independence (Q6108329) ‎ (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) ‎ (← links)
• Dynamic deconvolution and identification of independent autoregressive sources (Q6135338) ‎ (← links)
• Identification and Estimation of Structural VARMA Models Using Higher Order Dynamics (Q6190694) ‎ (← links)
• Generalized Covariance Estimator (Q6190741) ‎ (← links)
• Identifying Structural Vector Autoregression via Leptokurtic Economic Shocks (Q6190744) ‎ (← links)