This website uses cookies.
We use cookies to improve your online experience. By continuing to use our website we assume you agree to the placement of these cookies.
To learn more, you can find in our Privacy Policy.
doi.org/10.1016/j.jeconom.2016.09.007
Review paper

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

Christian Gouriéroux
43
,
Alain Monfort
29
,
Jean‐Paul Renne
18
Journal of Econometrics9.90
Volume: 196, Issue: 1, Pages: 111 - 126
Published: Oct 11, 2016
Abstract
No abstract.
Paper Fields
Paper Details
Title
Statistical inference for independent component analysis: Application to structural VAR models
DOI
doi.org/10.1016/j.jeconom.2016.09.007
Published Date
Oct 11, 2016
Journal
Journal of Econometrics
Volume
196
Issue
1
Pages
111 - 126
Citation AnalysisPro
  • Scinapse’s Top 10 Citation Journals & Affiliations graph reveals the quality and authenticity of citations received by a paper.
  • Discover whether citations have been inflated due to self-citations, or if citations include institutional bias.
Step 1. Scroll down for details & analytics related to the paper.
Discover a range of citation analytics, paper references, a list of cited papers, and more.