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Instrumental variable / Structural equation modeling / Economic model / Simultaneous equations model / Causality / Parameter identification problem / Regression analysis / Christopher A. Sims / Graphical model / Statistics / Econometrics / Vector autoregression


STRUCTURAL MODELS WITH TESTABLE IDENTIFICATION NIKOLAY AREFIEV Abstract. I combine the theory of identification of simultaneous equation models and structural vector autoregression models with the probabilistic graphical
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Document Date: 2014-09-25 16:10:03

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City

Moscow / Amsterdam / Vienna / Paris / /

Company

Hanson / The MIT Press / Wilson / Cambridge University Press / /

Country

Russia / Austria / United States / /

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Facility

University Paris / /

IndustryTerm

online course / igraph software / /

Organization

Cambridge University / National Research University Higher School of Economics / Foundation for Statistical Computing / MIT / US Federal Reserve / Higher School of Economics / /

Person

Mark Watson / Daphne Koller / Boris Demishev / Ramis Khabibulin / Alain Trognon / Sergey Kusnetzov / James Hamilton / Judea Pearl / NIKOLAY AREFIEV / Christopher Sims / Jean-Pierre Drugeon / Jean-Bernard Chatelain / Antoine d’Autume / /

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Position

non-triangular sparse SVAR model of the US economy / monetary model of the US economy / critic / /

PublishedMedium

Journal of Monetary Economics / Machine Learning / Complex Systems / The Review of Economic Studies / /

Region

North Holland / /

Technology

cellular telephone / data-oriented algorithm / Machine Learning / Simulation / /

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