Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Identification of vector AR models with recursive structural errors using conditional independence graphs
scientific article

    Statements

    Identification of vector AR models with recursive structural errors using conditional independence graphs (English)
    0 references
    0 references
    30 January 2009
    0 references
    partial correlation
    0 references
    moralization
    0 references
    causality
    0 references
    graphical modelling
    0 references
    lending channel
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references