Identification of SVAR model based on the inference of dynamic causal structure: Algorithms and Monte Carlo simulation

ZHANG Erhua, MA Chenghu, WU Jilin

Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (6) : 1442-1452.

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Systems Engineering - Theory & Practice ›› 2016, Vol. 36 ›› Issue (6) : 1442-1452. DOI: 10.12011/1000-6788(2016)06-1442-11

Identification of SVAR model based on the inference of dynamic causal structure: Algorithms and Monte Carlo simulation

  • ZHANG Erhua1,2, MA Chenghu2, WU Jilin3
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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2016, 36(6): 1442-1452 https://doi.org/10.12011/1000-6788(2016)06-1442-11

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