Pages that link to "Item:Q341899"

The following pages link to Statistical inference for independent component analysis: application to structural VAR models (Q341899):

Displaying 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)
• 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)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Kolmogorov-Smirnov type testing for structural breaks: a new adjusted-range based self-normalization approach (Q6152637) (← links)
• Time series estimation of the dynamic effects of disaster-type shocks (Q6163275) (← links)
• The importance of supply and demand for oil prices: Evidence from non‐Gaussianity (Q6185465) (← links)