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
30 January 2009
0 references
partial correlation
0 references
moralization
0 references
causality
0 references
graphical modelling
0 references
lending channel
0 references
0 references
0 references