Pages that link to "Item:Q4366074"

The following pages link to Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074):

Displaying 15 items.

• Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series (Q272810) (← links)
• Granger causality and path diagrams for multivariate time series (Q276915) (← links)
• Granger causality and the sampling of economic processes (Q291700) (← links)
• Graphical methods, inductive causal inference, and econometrics: a literature review (Q540664) (← links)
• Causal inference for structural equations: with an application to wage-price spiral (Q976997) (← links)
• Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
• The econometric consequences of the ceteris paribus condition in economic theory (Q1574215) (← links)
• A method for agent-based models validation (Q1655690) (← links)
• Contagion around the October 1987 stock market crash (Q2383128) (← links)
• On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806) (← links)
• Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2697965) (← links)
• A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
• Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates (Q3065520) (← links)
• Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
• Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (Q6146173) (← links)