Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887)

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Identification of structural VAR models via independent component analysis: a performance evaluation study
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    Identification of structural VAR models via independent component analysis: a performance evaluation study (English)
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    12 December 2022
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    independent component analysis
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    identification
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    structural VAR
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    impulse response functions
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    non-Gaussianity
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    generalized normal distribution
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