2 papers
math.ST2026
A Unified Graphical Criterion for Characterizing the Causal Interpretation of Partial Regression Coefficients in Linear Structural Equation Models
Masato Shimokawa
This paper provides a graph-based characterization of partial regression coefficients in linear structural equation models. First, we derive a generalized graphical criterion that…
econ.EM2025
Identification and estimation of structural vector autoregressive models via LU decomposition
Masato Shimokawa, Kou Fujimori
Structural vector autoregressive (SVAR) models are widely used to analyze the simultaneous relationships between multiple time-dependent data. Various statistical inference methods…