Identification of Vector Autoregressive Models with Nonlinear Contemporaneous Structure
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Keywords
Structural VAR models; Causal Discovery; Nonlinearity; Additive Noise Models; Impulse response functions.;All these keywords.
NEP fields
This paper has been announced in the following NEP Reports:- NEP-ECM-2023-02-20 (Econometrics)
- NEP-ETS-2023-02-20 (Econometric Time Series)
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