Identification of structural VAR models via independent component analysis: a performance evaluation study (Q2102887)
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scientific article; zbMATH DE number 7632004
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Identification of structural VAR models via independent component analysis: a performance evaluation study |
scientific article; zbMATH DE number 7632004 |
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Identification of structural VAR models via independent component analysis: a performance evaluation study (English)
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12 December 2022
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independent component analysis
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identification
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structural VAR
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impulse response functions
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non-Gaussianity
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generalized normal distribution
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0.9169782
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0.8803429
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0.87735546
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0.86838895
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0.8676498
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0.86342824
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