Identification of vector autoregressive models with nonlinear contemporaneous structure

Cites Work

Stability Selection
Identification and estimation of non-Gaussian structural vector autoregressions
Independent component analysis, a new concept?
Structural Vector Autoregressions With Nonnormal Residuals
Gaussian processes for machine learning.
Identification in Parametric Models
On posterior consistency in nonparametric regression problems
Structural vector autoregressive analysis
Causality. Models, reasoning, and inference
Elements of causal inference. Foundations and learning algorithms
Identification, estimation and testing of conditionally heteroskedastic factor models
A distribution-free theory of nonparametric regression
Title not available (Why is that?)
Conditions for Identification in Nonparametric and Parametric Models
Impulse response analysis in nonlinear multivariate models
A linear non-Gaussian acyclic model for causal discovery
Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions
Structural vector autoregressions: theory of identification and algorithms for inference
The Identification of Structural Characteristics
A Review of Nonparametric Time Series Analysis
Consistency and identifiability
Identifiability of a Linear Relation between Variables Which Are Subject to Error
Statistical inference for independent component analysis: application to structural VAR models
Independent component analysis: recent advances
DirectLiNGAM: a direct method for learning a linear non-Gaussian structural equation model
CAM: causal additive models, high-dimensional order search and penalized regression
Identifiability and Consistent Estimability in Econometric Models
Independent Nonlinear Component Analysis
A method for agent-based models validation
Asymmetric effects of exogenous tax changes
Identification of structural vector autoregressions through higher unconditional moments
Inference in structural vector autoregressions identified with an external instrument
Identifying shocks via time-varying volatility
Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions
GMM Estimation of Non-Gaussian Structural Vector Autoregression

This page was built for publication: Identification of vector autoregressive models with nonlinear contemporaneous structure

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6572632)