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

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scientific article; zbMATH DE number 5500662
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English
Identification of vector AR models with recursive structural errors using conditional independence graphs
scientific article; zbMATH DE number 5500662

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