Title: Testing for tetrad constraints in multivariate time series
Authors: Michael Eichler - Maastricht University (Netherlands) [presenting]
Abstract: Tetrad constraints play a key role in the identification of latent variables structures. In the context of multivariate time series such tetrad constraints can be formulated in terms of the spectral density matrix. We present a test whether a tetrad constraint is satisfied and investigate its performance by a simulation study.