from Hyv¨arinen , Shimizu, Hoyer - Causal modelling combining instantaneous and lagged effects: an identifiable model based on non-Gaussianity
<< Future work may produce methods which
estimate cyclic models, and then we do not need the
assumption of acyclicity in our combined model either.
We could just use such a new method in Step 3 of the
method instead of LiNGAM, and nothing else would
be changed. Recent work in that direction is in (Lacerda
et al., 2008);>>
<< One problem with this experiment is that the causal
model estimated by LiNGAM is far from acyclic.
Here, we can justify the procedure by using the theory
of cyclic model estimation proposed by (Lacerda
et al., 2008); the estimation here gives the only “stable”
model according to that theory. >>