Markov Properties for Acyclic Directed Mixed Graphs
Author
Abstract
Suggested Citation
DOI: 10.1111/1467-9469.00323
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Boitani, Andrea & Punzo, Chiara, 2019.
"Banks’ leverage behaviour in a two-agent new Keynesian model,"
Journal of Economic Behavior & Organization, Elsevier, vol. 162(C), pages 347-359.
- Andrea Boitani & Chiara Punzo, 2018. "Banks’ leverage behaviour in a two-agent New Keynesian model," DISCE - Working Papers del Dipartimento di Economia e Finanza def063, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE).
- Andrea Boitani & Chiara Punzo, 2018. "Banks’ leverage behaviour in a two-agent New Keynesian model," DEM Working Papers Series 150, University of Pavia, Department of Economics and Management.
- Colombi, R. & Giordano, S., 2012. "Graphical models for multivariate Markov chains," Journal of Multivariate Analysis, Elsevier, vol. 107(C), pages 90-103.
- Christian Gische & Manuel C. Voelkle, 2022. "Beyond the Mean: A Flexible Framework for Studying Causal Effects Using Linear Models," Psychometrika, Springer;The Psychometric Society, vol. 87(3), pages 868-901, September.
- Robin J. Evans & Thomas S. Richardson, 2013. "Marginal log-linear parameters for graphical Markov models," Journal of the Royal Statistical Society Series B, Royal Statistical Society, vol. 75(4), pages 743-768, September.
- Robin J. Evans, 2016. "Graphs for Margins of Bayesian Networks," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 43(3), pages 625-648, September.
- Eichler, M. & Didelez, V., 2009. "On Granger-causality and the effect of interventions in time series," Research Memorandum 003, Maastricht University, Maastricht Research School of Economics of Technology and Organization (METEOR).
- Monia Lupparelli & Giovanni M. Marchetti & Wicher P. Bergsma, 2009. "Parameterizations and Fitting of Bi‐directed Graph Models to Categorical Data," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 36(3), pages 559-576, September.
- Claudia Tarantola & Ioannis Ntzoufras, 2012. "Bayesian Analysis of Graphical Models of Marginal Independence for Three Way Contingency Tables," Quaderni di Dipartimento 172, University of Pavia, Department of Economics and Quantitative Methods.
- Lorenza Rossi & Emilio Zanetti Chini, 2016.
"Firms’ Dynamics and Business Cycle: New Disaggregated Data,"
DEM Working Papers Series
123, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2018. "Firms Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 151, University of Pavia, Department of Economics and Management.
- Lorenza Rossi & Emilio Zanetti Chini, 2017. "Firms' Dynamics and Business Cycle: New Disaggregated Data," DEM Working Papers Series 141, University of Pavia, Department of Economics and Management.
- Roberto Colombi & Sabrina Giordano, 2013. "Monotone dependence in graphical models for multivariate Markov chains," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 76(7), pages 873-885, October.
- Ntzoufras, Ioannis & Tarantola, Claudia, 2013. "Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence," Computational Statistics & Data Analysis, Elsevier, vol. 66(C), pages 161-177.
- Alberto Roverato, 2015. "Log-mean Linear Parameterization for Discrete Graphical Models of Marginal Independence and the Analysis of Dichotomizations," Scandinavian Journal of Statistics, Danish Society for Theoretical Statistics;Finnish Statistical Society;Norwegian Statistical Association;Swedish Statistical Association, vol. 42(2), pages 627-648, June.
- Colombi, R. & Giordano, S., 2015. "Multiple hidden Markov models for categorical time series," Journal of Multivariate Analysis, Elsevier, vol. 140(C), pages 19-30.
- Ioannis Ntzoufras & Claudia Tarantola & Monia Lupparelli, 2018. "Probability Based Independence Sampler for Bayesian Quantitative Learning in Graphical Log-Linear Marginal Models," DEM Working Papers Series 149, University of Pavia, Department of Economics and Management.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:bla:scjsta:v:30:y:2003:i:1:p:145-157. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Wiley Content Delivery (email available below). General contact details of provider: http://www.blackwellpublishing.com/journal.asp?ref=0303-6898 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.