Latent variables, causal models and overidentifying constraints
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 39 (1988)
Issue (Month): 1-2 ()
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Web page: http://www.elsevier.com/locate/jeconom
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- Chihying, Hsiao & Chen, Pu, 2007.
"Learning Causal Relations in Multivariate Time Series Data,"
Economics Discussion Papers
2007-15, Kiel Institute for the World Economy.
- Chen, Pu & Chihying, Hsiao, 2007. "Learning Causal Relations in Multivariate Time Series Data," Economics - The Open-Access, Open-Assessment E-Journal, Kiel Institute for the World Economy, vol. 1(11), pages 1-43.
- Yang, Jian, 2005. "International bond market linkages: a structural VAR analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 15(1), pages 39-54, January.
- Alessio Moneta & Peter Spirtes, 2005. "Graph-Based Search Procedure for Vector Autoregressive Models," LEM Papers Series 2005/14, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
- Chen, Pu, 2010. "A time series causal model," MPRA Paper 24841, University Library of Munich, Germany.
- Alessio Moneta, 2003. "Graphical Models for Structural Vector Autoregressions," LEM Papers Series 2003/07, Laboratory of Economics and Management (LEM), Sant'Anna School of Advanced Studies, Pisa, Italy.
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