Pages that link to "Item:Q2102887"

The following pages link to Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887):

Displaying 7 items.

• Statistical inference for independent component analysis: application to structural VAR models (Q341899) (← links)
• Identification of nonlinear VAR models using general conditional independence graphs (Q537482) (← links)
• On weak identification in structural VARMA models (Q1673503) (← links)
• Estimation of volatility causality in structural autoregressions with heteroskedasticity using independent component analysis (Q2175635) (← links)
• Locally robust inference for non-Gaussian linear simultaneous equations models (Q6118711) (← links)
• Specification tests for non-Gaussian structural vector autoregressions (Q6664656) (← links)
• An algorithm for independent component analysis using a general class of copula-based dependence criteria (Q6669570) (← links)