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  1. Statistical inference for independent component analysis
    application to structural VAR models
    Author: Gouriéroux, Christian; Monfort, Alain; Renne, Jean-Paul
    Published: [2016]
    Publisher:  Centre de recherche en economie et statistique, [Palaiseau]

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Inter-library loan:
    No inter-library loan
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    Content information
    Volltext (kostenfrei)
    Volltext (kostenfrei)
    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Edition: March 2016, revised version
    Series: Série des documents de travail / Centre de recherche en economie et statistique ; no. 2016, 20
    Subjects: Independent Component Analysis; Pseudo-Maximum Likelihood; Identification; Cayley Transform; Structural Shocks; Structural VAR; Impulse Response Functions
    Scope: 1 Online-Ressource (circa 59 Seiten), Illustrationen
  2. Stationary bubble equilibria in rational expectation models
    Author: Gouriéroux, Christian; Jasiak, Joann; Monfort, Alain
    Published: [2016]
    Publisher:  Centre de recherche en economie et statistique, [Palaiseau]

    Access:
    Verlag (kostenfrei)
    Verlag (kostenfrei)

    Location:
    ZBW - Leibniz-Informationszentrum Wirtschaft, Standort Kiel
    Signature:
    VS 647
    Inter-library loan:
    No inter-library loan
    Export to reference management software   RIS file
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    Source: Union catalogues
    Language: English
    Media type: Book
    Format: Online
    Series: Série des documents de travail / Centre de recherche en economie et statistique ; no. 2016, 31
    Subjects: Rational Expectation; Equilibrium; Stationary Martingale; Speculative Bubble; Volatility Induced Mean-Reversion; Stochastic Economy; Transversality Condition; Identification; Present Value Model
    Scope: 1 Online-Ressource (circa 101 Seiten), Illustrationen