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

Hosoya, Yuzo, Oya, Kosuke, Takimoto, Taro, Kinoshita, Ryo

ISBN 10: 9811064350 / ISBN 13: 9789811064357

Verlag: Springer, 2017

Beschreibung

New.

Bestandsnummer des Verkäufers ERICA80098110643506

Bibliografische Details

• Titel: Characterizing Interdependencies of Multiple Time Series: Theory and Applications (SpringerBriefs in Statistics)
• Verlag: Springer
• Erscheinungsjahr: 2017
• Sprache: Englisch
• ISBN-10: 9811064350
• ISBN-13: 9789811064357
• Einband: Paperback
• Zustand: New
• Buchtyp: book

Über diesen Titel

Inhaltsangabe

Presents an approach to characterizing the interdependencies of multivariate time series by means of the basic concept of the one-way effect

Shows how the third-series effect is eliminated with least causal distortion, introducing partial measures of the one-way effect, reciprocity, and association

Illustrates the proposed causal characterization by means of empirical applications to real data sets of the US macroeconomy and Japan’s financial economy

Über die Autorin bzw. den Autor

Yuzo Hosoya, Professor Emeritus, Tohoku University
Kosuke Oya, Osaka University
Taro Takimoto, Kyushu University
Ryo Kinoshita, Tokyo Keizai University