Pages that link to "Item:Q4366074"
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The following pages link to Impulse Response Functions Based on a Causal Approach to Residual Orthogonalization in Vector Autoregressions (Q4366074):
Displaying 29 items.
- Impact factors (Q265013) (← links)
- Causality analysis of futures sugar prices in Zhengzhou based on graphical models for multivariate time series (Q272810) (← links)
- Granger causality and path diagrams for multivariate time series (Q276915) (← links)
- Granger causality and the sampling of economic processes (Q291700) (← links)
- Graphical methods, inductive causal inference, and econometrics: a literature review (Q540664) (← links)
- Structural information in recursive VAR orderings (Q671539) (← links)
- Causal inference for structural equations: with an application to wage-price spiral (Q976997) (← links)
- Identification of vector AR models with recursive structural errors using conditional independence graphs (Q998881) (← links)
- Misspecifications in vector autoregressions and their effects on impulse responses and variance decompositions (Q1314479) (← links)
- The econometric consequences of the ceteris paribus condition in economic theory (Q1574215) (← links)
- A method for agent-based models validation (Q1655690) (← links)
- Likelihood preserving normalization in multiple equation models (Q1810671) (← links)
- Testing for nonzero impulse responses in vector autoregressive processes (Q1918142) (← links)
- Linearly transforming variables in the VAR model, how does it change the impulse response? (Q2312960) (← links)
- Contagion around the October 1987 stock market crash (Q2383128) (← links)
- On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2451806) (← links)
- Reprint of: On the network topology of variance decompositions: measuring the connectedness of financial firms (Q2697965) (← links)
- A class of optimal tests for contemporaneous non-causality in VAR models (Q2852595) (← links)
- Spectral Estimation of the Multivariate Impulse Response (Q2968473) (← links)
- Directed graphs, information structure and forecast combinations: an empirical examination of US unemployment rates (Q3065520) (← links)
- From a var model to a structural model, with an application to the wage–price spiral (Q3198775) (← links)
- The sampling properties of conditional independence graphs for<i>I</i>(1) structural VAR models (Q3552851) (← links)
- ‘Slow-burn’ spillover and ‘fast and furious’ contagion: a study of international stock markets (Q4683033) (← links)
- AUTOMATED DISCOVERY IN ECONOMETRICS (Q5697621) (← links)
- AUTOMATIC INFERENCE OF THE CONTEMPORANEOUS CAUSAL ORDER OF A SYSTEM OF EQUATIONS (Q5697624) (← links)
- Directed graphs and variable selection in large vector autoregressive models (Q6135342) (← links)
- Risk spillover network structure learning for correlated financial assets: a directed acyclic graph approach (Q6146173) (← links)
- Identification of vector autoregressive models with nonlinear contemporaneous structure (Q6572632) (← links)
- Consistent causal inference for high-dimensional time series (Q6664676) (← links)
