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; zbMATH DE number 7457507
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    Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression
    scientific article; zbMATH DE number 7457507

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      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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