Statistical inference for independent component analysis: application to structural VAR models (Q341899)
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scientific article; zbMATH DE number 6653840
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Statistical inference for independent component analysis: application to structural VAR models |
scientific article; zbMATH DE number 6653840 |
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Statistical inference for independent component analysis: application to structural VAR models (English)
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17 November 2016
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independent component analysis
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pseudo maximum likelihood
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identification
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Cayley transform
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structural shocks
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structural VAR
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impulse response functions
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