Causal transmission in reduced-form models
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Cited by:
- Søren Johansen & Bent Nielsen, 2016. "Rejoinder: Asymptotic Theory of Outlier Detection Algorithms for Linear Time Series Regression Models," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(2), pages 374-381, June.
- Emmet Hall-Hoffarth, 2022. "Causal Discovery of Macroeconomic State-Space Models," Papers 2204.02374, arXiv.org.
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