Year: 2005
Type: preprint
Abstract: In this paper we present a semi-automated search procedure to deal with the problem of the identification of the causal structure related to a vector autoregressive model. The structural form of the model is described by a directed graph and from the analysis of the partial correlations of the residuals the set of acceptable causal structures is derived.
Authors: Alessio Moneta, Peter Spirtes
Institution: Scuola Superiore Sant'Anna
Language: English
Subfield: Artificial Intelligence
Field: Computer Science
Domain: Physical Sciences
Open Access status: green
OpenAlex ID: W1579551820