通过独立成分分析识别结构VAR模型:一项性能评估研究
Identification of Structural VAR Models via Independent Component Analysis: A Performance Evaluation Study
Journal of Economic Dynamics and Control · 2022
被引 10
ABS 3
- Alessio Moneta 通讯
- Gianluca Pallante
计量经济学时间序列分析结构向量自回归模型独立成分分析