Constructing structural VAR models with conditional independence graphs
type: Item
instance of: scholarly article
title: Constructing structural VAR models with conditional independence graphs
zbMATH Open document ID: 1168.91489
author: Les Oxley
author: Marco Reale
author: G. Tunnicliffe Wilson
published in: Mathematics and Computers in Simulation
publication date: 2009-08-19T00:00:00Z
Mathematics Subject Classification ID: 91B82
Mathematics Subject Classification ID: 91B74
Mathematics Subject Classification ID: 62F99
zbMATH DE Number: 5596889
zbMATH Keywords: graphical models
zbMATH Keywords: directed acyclic graphs
zbMATH Keywords: term structure
zbMATH Keywords: causality
describes a project that uses: TETRAD
MaRDI profile type: Publication
full work available at URL: j.matcom.2008.11.013
OpenAlex ID: W2044901215
Wikidata QID: Q60401474
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DBLP publication ID: journals/mcs/OxleyRW09
DOI: 10.1016/J.MATCOM.2008.11.013
description: scientific article; zbMATH DE number 5596889