Constructing structural VAR models with conditional independence graphs (Q834323): Difference between revisions

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+A new look at the statistical model identification
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+Q5631966
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+Markov fields and log-linear interaction models for contingency tables
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+Chain Graph Models and their Causal Interpretations
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+The sampling properties of conditional independence graphs for structural vector autoregressions
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+Identification of vector AR models with recursive structural errors using conditional independence graphs
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+Estimating the dimension of a model
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+Causation, prediction, and search
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+The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models
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+An Efficient Method of Estimating Seemingly Unrelated Regressions and Tests for Aggregation Bias
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