Characterizing Interdependencies of Multiple Time Series: Theory and Applications - Couverture souple

Hosoya, Yuzo; Oya, Kosuke; Takimoto, Taro

Couverture souple

ISBN 10 : 9811064377 ISBN 13 : 9789811064371

Editeur : Springer, 2017

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.

Détails de l'édition

• Éditeur: Springer
• Date d'édition: 2017
• Langue: anglais
• ISBN 10: 9811064377
• ISBN 13: 9789811064371
• Reliure: Taschenbuch
• Coordonnées du fabricant: non disponible
• Personne responsable: CMN Printpool Inh. Mathis Neumann; https://www.also.com/ec/cms5/en_6000/6000/index.jsp; ; Friedrich-Karl-Str. 9; Hamburg; Allemagne