| 来源类型 | Article |
| 规范类型 | 其他 |
| DOI | 10.1111/j.1468-0084.2012.00710.x |
| ISBN | 1468-0084 |
| Causal inference by independent component analysis: theory and applications. | |
| Moneta, Alessio; Entner, Doris; Hoyer, Patrik O; Coad, Alex | |
| 发表日期 | 2013-08-16 |
| 出处 | Oxford Bulletin of Economics and Statistics |
| 出版者 | Wiley-Blackwell |
| 出版年 | 2013 |
| 页码 | 705-730 |
| 语种 | 英语 |
| 摘要 | Structural vector-autoregressive models are potentially very useful tools for guiding both macro- and microeconomic policy. In this study, we present a recently developed method for estimating such models, which uses non-normality to recover the causal structure underlying the observations. We show how the method can be applied to both microeconomic data (to study the processes of firm growth and firm performance) and macroeconomic data (to analyse the effects of monetary policy). |
| 特色分类 | HA Statistics |
| URL | http://sro.sussex.ac.uk/id/eprint/40299/ |
| 来源智库 | Science Policy Research Unit (United Kingdom) |
| 引用统计 | |
| 资源类型 | 智库出版物 |
| 条目标识符 | http://119.78.100.153/handle/2XGU8XDN/468200 |
| 推荐引用方式 GB/T 7714 | Moneta, Alessio,Entner, Doris,Hoyer, Patrik O,et al. Causal inference by independent component analysis: theory and applications.. 2013. |
| 条目包含的文件 | 条目无相关文件。 | |||||
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