Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Identification of structural VAR models via independent component analysis: a performance evaluation study |
scientific article; zbMATH DE number 7632004
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Identification of structural VAR models via independent component analysis: a performance evaluation study |
scientific article; zbMATH DE number 7632004 |
Statements
Identification of structural VAR models via independent component analysis: a performance evaluation study (English)
0 references
12 December 2022
0 references
independent component analysis
0 references
identification
0 references
structural VAR
0 references
impulse response functions
0 references
non-Gaussianity
0 references
generalized normal distribution
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.9169782
0 references
0.8803429
0 references
0.87921476
0 references
0.87735546
0 references
0.86838895
0 references
0.8676498
0 references
0.86342824
0 references
0 references
0.85635775
0 references
