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"Constructing structural VAR models with conditional independence graphs."

Les Oxley, Marco Reale, Granville Tunnicliffe Wilson (2009)

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DOI: 10.1016/J.MATCOM.2008.11.013

access: closed

type: Journal Article

metadata version: 2020-03-04

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Les Oxley, Marco Reale, Granville Tunnicliffe Wilson:
Constructing structural VAR models with conditional independence graphs. Math. Comput. Simul. 79(9): 2910-2916 (2009)

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