Statistical inference for independent component analysis: application to structural VAR models (Q341899)
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: Statistical inference for independent component analysis: application to structural VAR models |
scientific article; zbMATH DE number 6653840
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Statistical inference for independent component analysis: application to structural VAR models |
scientific article; zbMATH DE number 6653840 |
Statements
Statistical inference for independent component analysis: application to structural VAR models (English)
0 references
17 November 2016
0 references
independent component analysis
0 references
pseudo maximum likelihood
0 references
identification
0 references
Cayley transform
0 references
structural shocks
0 references
structural VAR
0 references
impulse response functions
0 references
0 references
0 references
0 references
0.871685266494751
0 references
0.842619001865387
0 references
0.8131624460220337
0 references
0.795712947845459
0 references
0.7886847257614136
0 references
