Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632)
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scientific article; zbMATH DE number 7881208
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| English | Identification of vector autoregressive models with nonlinear contemporaneous structure |
scientific article; zbMATH DE number 7881208 |
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Identification of vector autoregressive models with nonlinear contemporaneous structure (English)
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16 July 2024
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structural VAR models
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impulse response functions
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causal discovery
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nonlinearity
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additive noise models
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