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Characterizing Interdependencies of Multiple Time Series: Theory and Applications

by Yuzo Hosoya
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Current price ₹4,040.00
Original price ₹6,214.00
Original price ₹6,214.00
Original price ₹6,214.00
(-35%)
₹4,040.00
Current price ₹4,040.00

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Book cover type: Paperback
  • ISBN13: 9789811064357
  • Binding: Paperback
  • Subject: N/A
  • Publisher: Springer
  • Publisher Imprint: Springer
  • Publication Date:
  • Pages: 133
  • Original Price: EUR 54.99
  • Language: English
  • Edition: 2017
  • Item Weight: 228 grams
  • BISAC Subject(s): Probability & Statistics / General, Biostatistics, and Statistics

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

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

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