Items where Author is "Reale, Marco"

Tunnicliffe Wilson, Granville and Reale, Marco (2002) The sampling properties of conditional independence graphs for structural vector autoregressions. Biometrika, 89 (2). pp. 457-461. ISSN 1464-3510

Tunnicliffe Wilson, Granville and Reale, Marco (2001) Identification of vector AR models with recursive structural errors using conditional independence graphs. Statistical Methods and Applications, 10 (1-3). pp. 49-65. ISSN 1618-2510