{"product_id":"characterizing-interdependencies-of-multiple-time-series-theory-and-applications-9789811064357","title":"Characterizing Interdependencies of Multiple Time Series: Theory and Applications","description":"\u003cp\u003e • Author(s): Yuzo Hosoya\u003cbr\u003e • Publisher: Springer\u003cbr\u003e • Publisher Imprint: Springer\u003cbr\u003e • BISAC: Probability \u0026amp; Statistics - General\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e\u003cp\u003ePresents an approach to characterizing the interdependencies of multivariate time series by means of the basic concept of the one-way effect\u003c\/p\u003e \u003cp\u003eShows how the third-series effect is eliminated with least causal distortion, introducing partial measures of the one-way effect, reciprocity, and association\u003c\/p\u003e\u003cp\u003e\u003c\/p\u003e \u003cp\u003eIllustrates the proposed causal characterization by means of empirical applications to real data sets of the US macroeconomy and Japan's financial economy\u003c\/p\u003e","brand":"Springer","offers":[{"title":"Paperback","offer_id":45280477053079,"sku":"9789811064357","price":4040.0,"currency_code":"INR","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0666\/3471\/1191\/files\/9789811064357.webp?v=1769296430","url":"https:\/\/atlanticbooks.com\/products\/characterizing-interdependencies-of-multiple-time-series-theory-and-applications-9789811064357","provider":"Atlantic Books","version":"1.0","type":"link"}