Search Results - subject:"Pseudo-maximum likelihood estimators"

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: SERIEs - Journal of the Spanish Economic Association 13 (2022) 1, pp. 429-474

We propose simple specification tests for independent component analysis and structural vector autoregressions with non-Gaussian shocks that check the normality of a single shock and the potential cross-sectional dependence among several of them. Our tests compare the integer (product) moments...

Persistent link: https://www.econbiz.de/10014496112

Moment tests of independent components

Amengual, Dante; Fiorentini, Gabriele; Sentana, Enrique - In: SERIEs : Journal of the Spanish Economic Association 13 (2022) 1, pp. 429-474

Persistent link: https://www.econbiz.de/10013326911

Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions

Fiorentini, Gabriele; Sentana, Enrique - 2020

Persistent link: https://www.econbiz.de/10012310522

India-European Union trade integration : an analysis of current and future trajectories

Loganathan, Swetha; Karakunnel, Joshy Joseph; Victor, Vijay - In: Margin: the journal of applied economic research 15 (2021) 4, pp. 484-504

Persistent link: https://www.econbiz.de/10012660268

Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions

Fiorentini, Gabriele; Sentana, Enrique - 2020

Persistent link: https://www.econbiz.de/10012314458