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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
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