Causal Inference by Independent Component Analysis: Theory and Applications

被引：100

作者：

Moneta, Alessio ^{[1
]}

Entner, Doris ^{[2
,3
]}

Hoyer, Patrik O. ^{[2
,3
]}

Coad, Alex ^{[4
,5
]}

机构：

[1] Scuola Super Sant Anna, Inst Econ, I-56127 Pisa, Italy

[2] Univ Helsinki, Helsinki Inst Informat Technol, Helsinki, Finland

[3] Univ Helsinki, Dept Comp Sci, SF-00510 Helsinki, Finland

[4] Univ Sussex, SPRU, Brighton, E Sussex, England

[5] Aalborg Univ, Dept Business & Management, Aalborg, Denmark

来源：

OXFORD BULLETIN OF ECONOMICS AND STATISTICS | 2013年 / 75卷 / 05期

基金：

芬兰科学院;

关键词：

C32; C52; D21; E52; L21; PANEL-DATA; VECTOR; COINTEGRATION; SEPARATION; GROWTH; MODELS; TESTS;

D O I：

10.1111/j.1468-0084.2012.00710.x

中图分类号：

F [经济];

学科分类号：

02 ;

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).

引用

页码：705 / 730

页数：26

共 50 条

[1] Differential role of temporoparietal junction and medial prefrontal cortex in causal inference in autism: An independent component analysis
Murdaugh, Donna L.
Nadendla, Kavita D.
Kana, Rajesh K.
NEUROSCIENCE LETTERS, 2014, 568 : 50 - 55
[2] Applications of independent component analysis
Oja, E
NEURAL INFORMATION PROCESSING, 2004, 3316 : 1044 - 1051
[3] Finding a causal ordering via independent component analysis
Shimizu, Shohei
Hyvarinen, Aapo
Hoyer, Patrik O.
Kano, Yutaka
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 50 (11) : 3278 - 3293
[4] Independent component analysis:: algorithms and applications
Hyvärinen, A
Oja, E
NEURAL NETWORKS, 2000, 13 (4-5) : 411 - 430
[5] Independent component analysis applications in physics
Fernandez, C
Nayeri, S
Proceedings of the International Joint Conference on Neural Networks (IJCNN), Vols 1-5, 2005, : 2213 - 2216
[6] Applications of wavelet to independent component analysis
Wang, Fasong
Li, Hongwei
Li, Rui
WCICA 2006: SIXTH WORLD CONGRESS ON INTELLIGENT CONTROL AND AUTOMATION, VOLS 1-12, CONFERENCE PROCEEDINGS, 2006, : 2930 - +
[7] Independent component analysis applications in physics
Nayeri, S
Unadkat, S
Patel, H
Schulte, T
Medsker, L
IJCNN'01: INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-4, PROCEEDINGS, 2001, : 1926 - 1930
[8] Independent Component Analysis for Spatial Object Recognition with Applications of Information Theory Synthesis
Ye, Zhengmao
Mohamadian, Habib
Ye, Yongmao
2008 IEEE INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOLS 1-8, 2008, : 3641 - +
[9] A Binary Independent Component Analysis Approach to Tree Topology Inference
Huy Nguyen
Zheng, Rong
IEEE TRANSACTIONS ON SIGNAL PROCESSING, 2013, 61 (12) : 3071 - 3080
[10] Applications of Independent Component Analysis in SAR Images
Huang, Shiqi
Cai, Xinhua
Hui, Weihua
Xu, Ping
PIAGENG 2009: IMAGE PROCESSING AND PHOTONICS FOR AGRICULTURAL ENGINEERING, 2009, 7489

← 1 2 3 4 5 →