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Nonparanormal structural VAR for non-Gaussian data
Dallakyan, Aramayis
- In:
Computational economics
57
(
2021
)
4
,
pp. 1093-1113
Persistent link: https://www.econbiz.de/10012543263
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A probabilistic graphical models approach to model interconnectedness
Denev, Alexander
;
Papaioannou, Adrien
;
Angelini, Orazio
- In:
International journal of risk assessment and management …
23
(
2020
)
2
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pp. 119-133
Persistent link: https://www.econbiz.de/10012256731
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Sparse estimation of huge networks with a block-wise structure
Moscone, Francesco
;
Tosetti, Elisa
;
Vinciotti, Veronica
- In:
The econometrics journal
20
(
2017
)
3
,
pp. 61-85
Persistent link: https://www.econbiz.de/10011805012
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Graphical network models for international financial flows
Giudici, Paolo
;
Spelta, A.
- In:
Journal of business & economic statistics : JBES ; a …
34
(
2016
)
1
,
pp. 128-138
Persistent link: https://www.econbiz.de/10011691234
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5
A case study on process modelling : three questions and three techniques
Glassey, Olivier
- In:
Decision support systems : DSS ; the international journal
44
(
2007/08
)
4
,
pp. 842-853
Persistent link: https://www.econbiz.de/10003670773
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Graphical models, causal inference, and econometric models
Spirtes, Peter
- In:
The journal of economic methodology
12
(
2005
)
1
,
pp. 3-34
Persistent link: https://www.econbiz.de/10002636725
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