The sampling properties of conditional independence graphs for structural vector autoregressions |
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| Authors: | Reale, Marco Wilson, Granville Tunnicliffe |
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| Affiliation: | 1 Department of Mathematics and Statistics, University of Canterbury, PB 4800 Christchurch, New Zealand m.reale@math.canterbury.ac.nz 2 Department of Mathematics and Statistics, Lancaster University, Lancaster LA1 4YF, U.K.g.tunnicliffe-wilson@lancaster.ac.uk |
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| Abstract: | |
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| Keywords: | Causality Moralisation Partial correlation |
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