Statistical inference for independent component analysis : application to structural VAR models

C. Gouriéroux, A. Monfort, J-P.Renne

Year of publication:	[2016] ; March 2016, revised version
Authors:	Gouriéroux, Christian ; Monfort, Alain ; Renne, Jean-Paul
Publisher:	[Palaiseau] : Centre de recherche en economie et statistique
Subject:	Independent Component Analysis \| Pseudo-Maximum Likelihood \| Identification \| Cayley Transform \| Structural Shocks \| Structural VAR \| Impulse Response Functions \| VAR-Modell \| VAR model \| Schock \| Shock \| Zeitreihenanalyse \| Time series analysis \| Induktive Statistik \| Statistical inference \| Schätztheorie \| Estimation theory \| Faktorenanalyse \| Factor analysis \| Schätzung \| Estimation

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