Les Oxley, Marco Reale, Granville Tunnicliffe Wilson. Constructing structural VAR models with conditional independence graphs. Mathematics and Computers in Simulation, 79(9):2910-2916, 2009. [doi]
@article{OxleyRW09,
title = {Constructing structural VAR models with conditional independence graphs},
author = {Les Oxley and Marco Reale and Granville Tunnicliffe Wilson},
year = {2009},
doi = {10.1016/j.matcom.2008.11.013},
url = {http://dx.doi.org/10.1016/j.matcom.2008.11.013},
tags = {graph-rewriting, rewriting},
researchr = {https://researchr.org/publication/OxleyRW09},
cites = {0},
citedby = {0},
journal = {Mathematics and Computers in Simulation},
volume = {79},
number = {9},
pages = {2910-2916},
}