Search Results - subject:"Linear non-Gaussian acyclic model"

An integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities

Xu, Xiaojie; Zhang, Yun - In: Decision analytics journal 7 (2023), pp. 1-10

This study introduces an integrated vector error correction and directed acyclic graph method for investigating contemporaneous causalities with application to regional scrap steel prices in east, north, south, central, northeast, and southwest China. We use daily data and combine the Peter and...

Persistent link: https://www.econbiz.de/10014436621

Contemporaneous causality among regional steel price indices of East, South, North, Central South, Northeast, Southwest, and Northwest China

Xu, Xiaojie; Zhang, Yun - In: Mineral economics : raw materials report 37 (2024) 1, pp. 1-14

Persistent link: https://www.econbiz.de/10014536689

Contemporaneous causality among office property prices of major Chinese cities with vector error correction modeling and directed acyclic graphs

Xu, Xiaojie; Zhang, Yun - In: Journal of modelling in management 19 (2024) 4, pp. 1079-1093

Persistent link: https://www.econbiz.de/10014557646

Contemporaneous causality among one hundred Chinese cities

Xu, Xiaojie; Zhang, Yun - In: Empirical economics : a quarterly journal of the … 63 (2022) 4, pp. 2315-2329

Persistent link: https://www.econbiz.de/10013440474

Contemporaneous causality among residential housing prices of ten major Chinese cities

Xu, Xiaojie; Zhang, Yun - In: International Journal of Housing Markets and Analysis 16 (2022) 4, pp. 792-811

. Findings The PC algorithm identifies the causal pattern and the Linear Non-Gaussian Acyclic Model algorithm further determines …

Persistent link: https://www.econbiz.de/10014777948

On the changing structure among Chinese equity markets : Hong Kong, Shanghai, and Shenzhen

Huang, Wei; Lai, Pei-Chun; Bessler, David A. - In: European journal of operational research : EJOR 264 (2018) 3, pp. 1020-1032

Persistent link: https://www.econbiz.de/10011802149

The relationship between conflict events and commodity prices in Sudan

Chen, Junyi; Kibriya, Shahriar; Bessler, David A.; … - In: Journal of policy modeling : JPMOD ; a social science … 40 (2018) 4, pp. 663-684

Persistent link: https://www.econbiz.de/10012053514