Statistical inference for independent component analysis : application to structural VAR models
Christian Gouriéroux, Alain Monfort, Jean-Paul Renne
| Year of publication: |
January 2017
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|---|---|
| Authors: | Gouriéroux, Christian ; Monfort, Alain ; Renne, Jean-Paul |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 196.2017, 1, p. 111-126
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| Subject: | Independent component analysis | Pseudo maximum likelihood | Identification | Cayley transform | Structural shocks | Structural VAR | Impulse response functions | VAR-Modell | VAR model | Schock | Shock | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Faktorenanalyse | Factor analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.jeconom.2016.09.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011743785