Statistical inference for independent component analysis : application to structural VAR models
C. Gourieroux, A.Monfort, J-P.Renne
| Year of publication: |
[2017] ; September 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 | Schätztheorie | Estimation theory | Induktive Statistik | Statistical inference | Zeitreihenanalyse | Time series analysis | Maximum-Likelihood-Schätzung | Maximum likelihood estimation | Faktorenanalyse | Factor analysis |
freely available
| Extent: | 1 Online-Ressource (circa 43 Seiten) Illustrationen |
|---|---|
| Series: | Série des documents de travail. - [Paris], ZDB-ID 2670421-3. - Vol. no. 2017, 09 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Graue Literatur ; Non-commercial literature ; Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012197832