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2024-03-23T02:07:04Z
serval:BIB_3050BF118F3D
Statistical inference for independent component analysis: Application to structural VAR models
10.1016/j.jeconom.2016.09.007
Gouriéroux
C.
author
Monfort
A.
author
Renne
J.-P.
author
article
2017-01
Journal of Econometrics
0304-4076
journal
196
1
111-126
Independent component analysis
Pseudo maximum likelihood
Identification
Cayley transform
Structural shocks
Structural VAR
Impulse response functions
eng
60_published
peer-reviewed