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Graphical Methods of Structural Relations between Variables and their Application to Russian Regions (Part Two)

Anna Weinberg Allen
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Anna Weinberg Allen: CEMI RAS, Moscow, Russia

Applied Econometrics, 2008, vol. 12, issue 4, 42-70

Abstract: The second part of the article continues studying the structure of a set of variables. It consists of two pieces: (1) de-scription of a modification of Dempster covariance selection algorithm based on its combination with that of tree dependence structures construction, simulation results, methods of representation of the graphical model on the plane, and different methods of results interpretation; (2) application of the method to studying and comparing Russian regions

Keywords: covariance selection algorithm; Russian regions (search for similar items in EconPapers)
JEL-codes: C13 C15 (search for similar items in EconPapers)
Date: 2008
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