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

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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:

Subjects:

Independent Component Analysis

Pseudo Maximum Likelihood

Identification

Cayley Transform

Structural Shocks

Structural VAR

Impulse Response Functions

Graue Literatur

Source:

Verbunddaten SWB
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