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- W2376999600 abstract "In the problem of identification Structural Vector Autoregression using graphical models,the vertices denote random variables in different times,and the edges denote there exist causal dependence relations between the variables denoted by the vertices.A method to determine the direction of the relationships of the current variables is presented.The method is based on the theory of variable selection in regression analysis.The test statistics is the difference between the sums of regression square in the regression equation.Compared with the methods presented by Resle and Alessio,the method based on statistics can be performed easily and lead to unique directed acyclic graph for the current variables.Finally,two simulation examples show the practicability and efficiency of the method presented in this paper." @default.
- W2376999600 created "2016-06-24" @default.
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- W2376999600 date "2007-01-01" @default.
- W2376999600 modified "2023-09-25" @default.
- W2376999600 title "Directed Acyclic Graph Modeling for the Structural Vector Autoregression" @default.
- W2376999600 hasPublicationYear "2007" @default.
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