Pages that link to "Item:Q341899"
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The following pages link to Statistical inference for independent component analysis: application to structural VAR models (Q341899):
Displayed 16 items.
- Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887) (← links)
- Identification of structural multivariate GARCH models (Q2116335) (← links)
- Modelling interaction patterns in a predator-prey system of two freshwater organisms in discrete time: an identified structural VAR approach (Q2125968) (← links)
- Do we reject restrictions identifying fiscal shocks? Identification based on non-Gaussian innovations (Q2136973) (← links)
- Directed acyclic graph based information shares for price discovery (Q2152334) (← links)
- Proxy SVAR identification of monetary policy shocks -- Monte Carlo evidence and insights for the US (Q2152349) (← links)
- Asymptotically valid Bayesian inference in the presence of distributional misspecification in VAR models (Q2155313) (← links)
- Identification of structural vector autoregressions through higher unconditional moments (Q2236880) (← links)
- The Jacobian of the exponential function (Q2246606) (← links)
- Consistent Pseudo-Maximum Likelihood Estimators and Groups of Transformations (Q5225252) (← links)
- Estimation of non-Gaussian SVAR models: a pseudo-log-likelihood function approach (Q6050715) (← links)
- Change point test for structural vector autoregressive model via independent component analysis (Q6074149) (← links)
- Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions (Q6108270) (← links)
- Refining set-identification in VARs through independence (Q6108329) (← links)
- Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles (Q6111414) (← links)
- Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)