Meaning of Wold-causal | Babel Free

Definitions

causal in the sense of Herman Wold.

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'.”

CEFR level