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Latent variables, causal models and overidentifying constraints

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  • Glymour, Clark
  • Spirtes, Peter
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    File URL: http://www.sciencedirect.com/science/article/B6VC0-4582D3P-4N/2/fd657420783528d85f86eb17585db2a4
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    Bibliographic Info

    Article provided by Elsevier in its journal Journal of Econometrics.

    Volume (Year): 39 (1988)
    Issue (Month): 1-2 ()
    Pages: 175-198

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    Handle: RePEc:eee:econom:v:39:y:1988:i:1-2:p:175-198

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    Web page: http://www.elsevier.com/locate/jeconom

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    Cited by:
    1. 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.
    2. 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.
    3. 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.
    4. Chen, Pu, 2010. "A time series causal model," MPRA Paper 24841, University Library of Munich, Germany.
    5. 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.

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