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

[21] Independent component analysis applications on THz sensing and imaging
Balci, Soner
Maleski, Alexander
Nascimento, Matheus Mello
Philip, Elizabath
Kim, Ju-Hyung
Kung, Patrick
Kim, Seongsin M.
IMAGE SENSING TECHNOLOGIES: MATERIALS, DEVICES, SYSTEMS, AND APPLICATIONS III, 2016, 9854
[22] An application of independent component analysis in the arbitrage pricing theory
Yip, F
Xu, L
IJCNN 2000: PROCEEDINGS OF THE IEEE-INNS-ENNS INTERNATIONAL JOINT CONFERENCE ON NEURAL NETWORKS, VOL V, 2000, : 279 - 284
[23] BINARY INDEPENDENT COMPONENT ANALYSIS: THEORY, BOUNDS AND ALGORITHMS
Painsky, Amichai
Rosset, Saharon
Feder, Meir
2016 IEEE 26TH INTERNATIONAL WORKSHOP ON MACHINE LEARNING FOR SIGNAL PROCESSING (MLSP), 2016,
[24] Causal Inference With Mediation Analysis
Chen, Jianping
CRITICAL CARE MEDICINE, 2020, 48 (01) : E77 - E78
[25] A RATIONAL ANALYSIS OF CAUSAL INFERENCE
ANDERSON, JR
BULLETIN OF THE PSYCHONOMIC SOCIETY, 1989, 27 (06) : 517 - 517
[26] Causal Component Analysis
Liang Wendong
Kekic, Armin
von Kuegelgen, Julius
Buchholz, Simon
Besserve, Michel
Gresele, Luigi
Schoelkopf, Bernhard
ADVANCES IN NEURAL INFORMATION PROCESSING SYSTEMS 36 (NEURIPS 2023), 2023,
[27] Free Component Analysis: Theory, Algorithms and Applications
Raj Rao Nadakuditi
Hao Wu
Foundations of Computational Mathematics, 2023, 23 : 973 - 1042
[28] Free Component Analysis: Theory, Algorithms and Applications
Nadakuditi, Raj Rao
Wu, Hao
FOUNDATIONS OF COMPUTATIONAL MATHEMATICS, 2023, 23 (03) : 973 - 1042
[29] Theory and applications of a nonlinear principal component analysis
Saegusa, Ryo
Hashimoto, Shuji
Advances in Computational Methods in Sciences and Engineering 2005, Vols 4 A & 4 B, 2005, 4A-4B : 504 - 508
[30] Causal Inference in Microbiome Medicine: Principles and Applications
Lv, Bo-Min
Quan, Yuan
Zhang, Hong-Yu
TRENDS IN MICROBIOLOGY, 2021, 29 (08) : 736 - 746

← 1 2 3 4 5 →