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Characterizing Interdependencies of Multiple Time Series: Theory and Applications - Softcover

Hosoya, Yuzo; Oya, Kosuke; Takimoto, Taro

 
9789811064371: Characterizing Interdependencies of Multiple Time Series: Theory and Applications
Softcover
ISBN 10: 9811064377 ISBN 13: 9789811064371
Publisher: Springer, 2017

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Synopsis

1: Introduction to statistical causal analysis.-  2: Measures of one-way effect, reciprocity and association.- 3: Partial measures of interdependence.- 4: Inference based on the vector autoregressive and moving average model.- 5: Inference on change in causality measures.- 6: Simulation performance of estimation methods.- 7: Empirical analysis of macroeconomic series.- 8: Empirical analysis of change in causality measures.- 9: Conclusion.- Appendix.- References.- Index.

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  • PublisherSpringer
  • Publication date2017
  • ISBN 10 9811064377
  • ISBN 13 9789811064371
  • BindingPaperback
  • LanguageEnglish

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Other Popular Editions of the Same Title

9789811064357: Characterizing Interdependencies of Multiple Time Series: Theory and Applications (SpringerBriefs in Statistics)

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ISBN 10:  9811064350 ISBN 13:  9789811064357
Publisher: Springer, 2017
Softcover