Statistical inference for independent component analysis: application to structural VAR models

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Bibliographic Details

Authors and Corporations:	Gouriéroux, Christian (Author), Monfort, Alain (Author), Renne, Jean-Paul (Author)
Other Authors:	Monfort, Alain 1943- [Author] • Renne, Jean-Paul 1979- [Author]
Edition:	September 2016, revised version
Type of Resource:	E-Book
Language:	English
published:	[Palaiseau] Centre de recherche en economie et statistique [2017]
Series:	Centre de recherche en économie et statistique: Série des documents de travail ; no. 2017, 09
Subjects:	Independent Component Analysis Pseudo Maximum Likelihood Identification Cayley Transform Structural Shocks Structural VAR Impulse Response Functions Graue Literatur
Source:	Verbunddaten SWB Lizenzfreie Online-Ressourcen