Search Results - subject:"Independent component Analysis"

On the usage of joint diagonalization in multivariate statistics

Nordhausen, Klaus; Ruiz-Gazen, Anne - 2021

Persistent link: https://www.econbiz.de/10012669217

Do energy efficiency improvements reduce energy use? : empirical evidence on the economy-wide rebound effect in Europe and the United States

Berner, Anne; Bruns, Stephan B.; Moneta, Alessio; … - 2021

Improving energy efficiency is often considered to be one of the keys to reducing greenhouse gas emissions. However, efficiency gains also reduce the cost of energy services and may even reduce the price of energy, resulting in energy use rebounding and potential energy use savings being eaten...

Persistent link: https://www.econbiz.de/10012517848

Statistical and computational techniques for extraction of underlying systematic risk factors : a comparative study in the Mexican Stock Exchange

Guevara Cortés, Rogelio Ladrón de; Torra Porras, Salvador - In: Revista finanzas y política económica 13 (2021) 2, pp. 513-543

Persistent link: https://www.econbiz.de/10012804774

Robust non-Gaussian inference for linear simultaneous equations models

Lee, Adam; Mesters, Geert - 2021

Persistent link: https://www.econbiz.de/10012806301

Time series estimation of the dynamic effects of disaster-type shocks

Davis, Richard A.; Ng, Serena - In: Journal of econometrics 235 (2023) 1, pp. 180-201

Persistent link: https://www.econbiz.de/10014434389

Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles

Herwartz, Helmut; Wang, Shu - In: Journal of economic dynamics & control 151 (2023), pp. 1-19

Persistent link: https://www.econbiz.de/10014478708

Does exporting cause productivity growth? : evidence from Chilean firms

Ciarli, Tommaso; Coad, Alexander; Moneta, Alessio - In: Structural change and economic dynamics : SC+ED 66 (2023), pp. 228-239

Persistent link: https://www.econbiz.de/10014464010

Robust forecasting with scaled independent component analysis

Shu, Lei; Lu, Feiyang; Chen, Yu - In: Finance research letters 51 (2023), pp. 1-8

Persistent link: https://www.econbiz.de/10014286507

Intelligent machine fault diagnosis with effective denoising using EEMD-ICA- FuzzyEn and CNN

Zhou, Hanting; Chen, Wenhe; Shen, Changqing; Cheng, … - In: International journal of production research 61 (2023) 23, pp. 8252-8264

Persistent link: https://www.econbiz.de/10014452638

Identification of structural VAR models via independent component analysis: A performance evaluation study

Moneta, Alessio; Pallante, Gianluca - 2020

Independent Component Analysis (ICA) is a statistical method that transforms a set of random variables in least …

Persistent link: https://www.econbiz.de/10012651846