Wold-causal
"Wold-causal" in a Sentence (1 examples)
The VAR literature has often relied on assuming a Wold-causal order for the elements of #92;mathbfy#95;t to organize the triangular factorization of the reduced-form, residual variance-covariance matrix, #92;boldsymbol#92;Omega#61;#92;mathbfP#92;mathbfP'.
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