Open Access
4- https://doi.org/10.2139/ssrn.894152
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
- Jan 1, 2006
- SSRN Electronic Journal
- Selva Demiralp +2 more
Abstract
A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
- # Causal Order
- # Causal Structure
- # Signal Strengths
- # Monte Carlo Simulations
- # Simulation Study
- # True Structure
- # Methods Of Search
- # Knowledge Of Structure
- # True Data-generating Process
- # Causal Search
