“…• For the two-stage identification method, consistency of the estimate Ĝji is achievable if there is a sufficient excitation by external excitation signals in the network; • For the direct identification method, consistency of the estimate Ĝji is achievable, if besides sufficient excitation by external excitation and disturbance signals, correlated noises between inputs and outputs are taken care of. This can be done by either choosing the node sets S, L, V, Z such that these correlated noises (or confounding variables) do not occur, Dankers et al (2017), or by modelling this noise correlation correctly in the model, leading to the so-called joint-direct method (Weerts et al, 2018c;Van den Hof et al, 2019).…”