Constructing structural VAR models with conditional independence graphs (Q834323)

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Constructing structural VAR models with conditional independence graphs
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    title
    Constructing structural VAR models with conditional independence graphs (English)
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    author
    Les Oxley
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    Marco Reale
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    publication date
    19 August 2009
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    Mathematics Subject Classification ID
    91B82
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    91B74
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    62F99
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    zbMATH DE Number
    5596889
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    zbMATH Keywords
    graphical models
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    directed acyclic graphs
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    term structure
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    causality
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