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Constructing structural VAR models with conditional independence graphs - MaRDI portal

Constructing structural VAR models with conditional independence graphs (Q834323)

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scientific article; zbMATH DE number 5596889
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English
Constructing structural VAR models with conditional independence graphs
scientific article; zbMATH DE number 5596889

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    Constructing structural VAR models with conditional independence graphs (English)
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    19 August 2009
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    graphical models
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    directed acyclic graphs
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    term structure
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    causality
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