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Latent variables, causal models and overidentifying constraints

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  • Glymour, Clark
  • Spirtes, Peter

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  • Glymour, Clark & Spirtes, Peter, 1988. "Latent variables, causal models and overidentifying constraints," Journal of Econometrics, Elsevier, vol. 39(1-2), pages 175-198.
  • Handle: RePEc:eee:econom:v:39:y:1988:i:1-2:p:175-198
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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 (2007-2020), Kiel Institute for the World Economy (IfW Kiel), vol. 1, pages 1-43.
    2. Verbrugge, Randal & Zaman, Saeed, 2023. "The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model," Energy Economics, Elsevier, vol. 123(C).
    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. 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.
    5. Peter Spirtes & Richard Scheines & Clark Glymour, 1990. "Simulation Studies of the Reliability of Computer-Aided Model Specification Using the TETRAD II, EQS, and LISREL Programs," Sociological Methods & Research, , vol. 19(1), pages 3-66, August.
    6. Dennis J. Aigner, 1988. "Symposium on Econometric Methodology 1 On Econometric Methodology and the Search for Causal Laws," The Economic Record, The Economic Society of Australia, vol. 64(4), pages 323-326, December.
    7. 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.
    8. Randal J. Verbrugge & Saeed Zaman, 2023. "Post-COVID Inflation Dynamics: Higher for Longer," Working Papers 23-06R, Federal Reserve Bank of Cleveland, revised 20 Jun 2023.
    9. Chen, Pu, 2010. "A time series causal model," MPRA Paper 24841, University Library of Munich, Germany.
    10. Tyler J. VanderWeele & Stijn Vansteelandt, 2022. "A statistical test to reject the structural interpretation of a latent factor model," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 84(5), pages 2032-2054, November.

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