Identification of SVAR model based on directed acyclic graphs: Theory and Monte Carlo simulation

ZHANG Er-hua, LI Chun-qi, WU Ji-lin

Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (1) : 25-34.

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Systems Engineering - Theory & Practice ›› 2014, Vol. 34 ›› Issue (1) : 25-34. DOI: 10.12011/1000-6788(2014)1-25

Identification of SVAR model based on directed acyclic graphs: Theory and Monte Carlo simulation

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