A Bootstrap Method for Identifying and Evaluating a Structural Vector Autoregression
نویسندگان
چکیده
منابع مشابه
A Bootstrap Method for Identifying and Evaluating a Structural Vector AutoregressionÅ
Graph-theoretic methods of causal search based on the ideas of Pearl (2000), Spirtes et al. (2000), and others have been applied by a number of researchers to economic data, particularly by Swanson and Granger (1997) to the problem of finding a data-based contemporaneous causal order for the structural vector autoregression, rather than, as is typically done, assuming a weakly justified Cholesk...
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ژورنال
عنوان ژورنال: SSRN Electronic Journal
سال: 2006
ISSN: 1556-5068
DOI: 10.2139/ssrn.894152