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(a) Dynamic path diagram with exposure X(t), mediator Z(t), outcome dY(t) and unmeasured confounder U(t) and (b) moral graph corresponding to a lack of direct effect from the exposure X(t) to the outcome dY(t): it is seen that the mediator Z(t) does not block the path between X(t) and dY(t), but that there is also a path through the unmeasured confounder U(t)
