Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (Q2066587)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression |
scientific article |
Statements
Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression (English)
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14 January 2022
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time series data
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structural VAR
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hybrid VAR
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contemporaneous relations
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unified SEM
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graphical VAR
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regularized SEM
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