The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models (Q3552851): Difference between revisions
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| Property / cites work: Estimation for Partially Nonstationary Multivariate Autoregressive Models / rank | |||
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| Property / cites work: Identification of vector AR models with recursive structural errors using conditional independence graphs / rank | |||
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| Property / cites work: The sampling properties of conditional independence graphs for structural vector autoregressions / rank | |||
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| Property / cites work: Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions / rank | |||
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Latest revision as of 18:02, 2 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models |
scientific article |
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The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models (English)
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22 April 2010
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conditional independence
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multivariate time series
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