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Path and directionality discovery in individual dynamic models: a regularized unified structural equation modeling approach for hybrid vector autoregression - MaRDI portal

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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English
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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