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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

This specific ISBN edition is currently not available.

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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Publisher
Springer
Publication date
2017
Language
English
ISBN 10 
9811064377
ISBN 13 
9789811064371
Binding
Paperback
Number of pages
144

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Other Popular Editions of the Same Title

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

Featured Edition

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