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Consistent Noisy Independent Component Analysis

Citations

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Cited by:

  1. Bonhomme, Stphane & Robin, Jean-Marc, 2009. "Consistent noisy independent component analysis," Journal of Econometrics, Elsevier, vol. 149(1), pages 12-25, April.
  2. Neto, David, 2022. "Revisiting spillovers between investor attention and cryptocurrency markets using noisy independent component analysis and transfer entropy," The Journal of Economic Asymmetries, Elsevier, vol. 26(C).
  3. Susanne M. Schennach, 2012. "Measurement error in nonlinear models - a review," CeMMAP working papers CWP41/12, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  4. Oliver Cassagneau-Francis, 2022. "Revisiting the Returns to Higher Education: Heterogeneity by Cognitive and Non-Cognitive Abilities," SciencePo Working papers Main hal-04067399, HAL.
  5. Sascha A. Keweloh, 2023. "Uncertain Short-Run Restrictions and Statistically Identified Structural Vector Autoregressions," Papers 2303.13281, arXiv.org, revised Apr 2024.
  6. Matteo Barigozzi & Alessio Moneta, 2016. "Identifying the Independent Sources of Consumption Variation," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 31(2), pages 420-449, March.
  7. Brandts, Jordi & El Baroudi, Sabrine & Huber, Stefanie J. & Rott, Christina, 2021. "Gender differences in private and public goal setting," Journal of Economic Behavior & Organization, Elsevier, vol. 192(C), pages 222-247.
  8. Lee, Adam & Mesters, Geert, 2024. "Locally robust inference for non-Gaussian linear simultaneous equations models," Journal of Econometrics, Elsevier, vol. 240(1).
  9. repec:spo:wpecon:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
  10. Manuel Arellano & Stéphane Bonhomme, 2012. "Identifying Distributional Characteristics in Random Coefficients Panel Data Models," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 79(3), pages 987-1020.
  11. Benjamin Williams, 2018. "Identification of the Linear Factor Model," Working Papers 2018-002, The George Washington University, Department of Economics, H. O. Stekler Research Program on Forecasting.
  12. Jarociński, Marek, 2024. "Estimating the Fed’s unconventional policy shocks," Journal of Monetary Economics, Elsevier, vol. 144(C).
  13. Pogorletskiy, Alexander (Погорлецкий, Александр), 2016. "Changes in Beer Excise Tax Levying: Consequences for Budget and Regional Development (Case of St.Petersburg) [Изменения Во Взимании Акцизов На Пиво: Последствия Для Бюджета И Развития Региона (На П," Ekonomicheskaya Politika / Economic Policy, Russian Presidential Academy of National Economy and Public Administration, vol. 4, pages 115-130, August.
  14. Gouriéroux, Christian & Monfort, Alain & Renne, Jean-Paul, 2017. "Statistical inference for independent component analysis: Application to structural VAR models," Journal of Econometrics, Elsevier, vol. 196(1), pages 111-126.
  15. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2013. "Nonparametric estimation of finite mixtures," SciencePo Working papers hal-00972868, HAL.
  16. Alain Guay, 2020. "Identification of Structural Vector Autoregressions Through Higher Unconditional Moments," Working Papers 20-19, Chair in macroeconomics and forecasting, University of Quebec in Montreal's School of Management.
  17. repec:hal:spmain:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
  18. Santiago Pereda-Fernández, 2017. "Social Spillovers in the Classroom: Identification, Estimation and Policy Analysis," Economica, London School of Economics and Political Science, vol. 84(336), pages 712-747, October.
  19. Jane Cooley Fruehwirth & Salvador Navarro & Yuya Takahashi, 2016. "How the Timing of Grade Retention Affects Outcomes: Identification and Estimation of Time-Varying Treatment Effects," Journal of Labor Economics, University of Chicago Press, vol. 34(4), pages 979-1021.
  20. repec:spo:wpmain:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
  21. Guay, Alain, 2021. "Identification of structural vector autoregressions through higher unconditional moments," Journal of Econometrics, Elsevier, vol. 225(1), pages 27-46.
  22. Stéphane Bonhomme & Koen Jochmans & Jean-Marc Robin, 2014. "Nonparametric estimation of finite measures," CeMMAP working papers CWP11/14, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
  23. Jochmans, Koen, 2024. "Nonparametric identification and estimation of stochastic block models from many small networks," Journal of Econometrics, Elsevier, vol. 242(2).
  24. Heckman, James J. & Humphries, John Eric & Veramendi, Gregory, 2016. "Dynamic treatment effects," Journal of Econometrics, Elsevier, vol. 191(2), pages 276-292.
  25. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Robust inference for non-Gaussian SVAR models," Economics Working Papers 1847, Department of Economics and Business, Universitat Pompeu Fabra.
  26. Stéphane Bonhomme & Jean-Marc Robin, 2010. "Generalized Non-Parametric Deconvolution with an Application to Earnings Dynamics," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 77(2), pages 491-533.
  27. Lukas Hoesch & Adam Lee & Geert Mesters, 2022. "Locally Robust Inference for Non-Gaussian SVAR Models," Working Papers 1367, Barcelona School of Economics.
  28. repec:hal:journl:hal-04672521 is not listed on IDEAS
  29. Chan, M. & Dalla-Zuanna, A., 2023. "Understanding Program Complementarities: Estimating the Dynamic Effects of Head Start with Multiple Alternatives," Cambridge Working Papers in Economics 2330, Faculty of Economics, University of Cambridge.
  30. Boudt, Kris & Cornilly, Dries & Verdonck, Tim, 2020. "Nearest comoment estimation with unobserved factors," Journal of Econometrics, Elsevier, vol. 217(2), pages 381-397.
  31. Virta, Joni & Li, Bing & Nordhausen, Klaus & Oja, Hannu, 2020. "Independent component analysis for multivariate functional data," Journal of Multivariate Analysis, Elsevier, vol. 176(C).
  32. Alessio Moneta & Doris Entner & Patrik O. Hoyer & Alex Coad, 2013. "Causal Inference by Independent Component Analysis: Theory and Applications," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 75(5), pages 705-730, October.
  33. Jari Miettinen & Katrin Illner & Klaus Nordhausen & Hannu Oja & Sara Taskinen & Fabian J. Theis, 2016. "Separation of Uncorrelated Stationary time series using Autocovariance Matrices," Journal of Time Series Analysis, Wiley Blackwell, vol. 37(3), pages 337-354, May.
  34. repec:hal:wpspec:info:hdl:2441/7o52iohb7k6srk09n8t4k21sm is not listed on IDEAS
  35. Ben-Moshe, Dan, 2018. "Identification Of Joint Distributions In Dependent Factor Models," Econometric Theory, Cambridge University Press, vol. 34(1), pages 134-165, February.
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