The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models (Q3552851)

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The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models
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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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