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svars: An R package for data-driven identification in multivariate time series analysis
Structural vector autoregressive (SVAR) models are frequently applied to trace the
contemporaneous linkages among (macroeconomic) variables back to an interplay of …
contemporaneous linkages among (macroeconomic) variables back to an interplay of …
An overview of properties and extensions of FOBI
Abstract Recently, Spurek, Tabor, Struksi and Smieja (2018) suggested an independent
component analysis method that is obtained via a generalized eigenvalue decomposition …
component analysis method that is obtained via a generalized eigenvalue decomposition …
Systematically characterizing the roles of E3-ligase family members in inflammatory responses with massively parallel Perturb-seq
ABSTRACT E3 ligases regulate key processes, but many of their roles remain unknown.
Using Perturb-seq, we interrogated the function of 1,130 E3 ligases, partners and substrates …
Using Perturb-seq, we interrogated the function of 1,130 E3 ligases, partners and substrates …
Asymptotic and bootstrap tests for subspace dimension
Many linear dimension reduction methods proposed in the literature can be formulated
using an appropriate pair of scatter matrices. The eigen-decomposition of one scatter matrix …
using an appropriate pair of scatter matrices. The eigen-decomposition of one scatter matrix …
Asymptotic and bootstrap tests for the dimension of the non-Gaussian subspace
Dimension reduction is often a preliminary step in the analysis of large data sets. The so-
called non-Gaussian component analysis searches for a projection onto the non-Gaussian …
called non-Gaussian component analysis searches for a projection onto the non-Gaussian …
[HTML][HTML] On the usage of joint diagonalization in multivariate statistics
Scatter matrices generalize the covariance matrix and are useful in many multivariate data
analysis methods, including well-known principal component analysis (PCA), which is …
analysis methods, including well-known principal component analysis (PCA), which is …
[HTML][HTML] Identification of independent structural shocks in the presence of multiple Gaussian components
Several recently developed identification techniques for structural VAR models are based on
the assumption of non-Gaussianity. So-called independence based identification provides …
the assumption of non-Gaussianity. So-called independence based identification provides …
[PDF][PDF] The link between monetary policy, stock prices, and house prices-evidence from a statistical identification approach
The role of asset prices in the business cycle and their effects on consumer prices have
received considerable attention from academics and policymakers alike. Specifically …
received considerable attention from academics and policymakers alike. Specifically …
Data‐driven identification in SVARs—When and how can statistical characteristics be used to unravel causal relationships?
Structural vector autoregressive analysis aims to trace the contemporaneous linkages
among multiple economic time series back to underlying orthogonal structural shocks …
among multiple economic time series back to underlying orthogonal structural shocks …
Proxy SVAR identification of monetary policy shocks-Monte Carlo evidence and insights for the US
H Herwartz, H Rohloff, S Wang - Journal of Economic Dynamics and …, 2022 - Elsevier
In empirical macroeconomics, proxy structural vector autoregressive models (SVARs) have
become a prominent path towards detecting monetary policy (MP) shocks. However, in …
become a prominent path towards detecting monetary policy (MP) shocks. However, in …