Please use this identifier to cite or link to this item: http://hdl.handle.net/10419/89479
Authors: 
Moneta, Alessio
Spirtes, Peter
Year of Publication: 
2005
Series/Report no.: 
LEM Working Paper Series 2005/14
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.
Document Type: 
Working Paper

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