Arbeitspapier
Analyzing Associations in Multivariate Binary Time Series
We analyze multivariate binary time series using a mixed parameterization in terms of the conditional expectations given the past and the pairwise canonical interactions among contemporaneous variables. This allows consistent inference on the influence of past variables even if the contemporaneous associations are misspecified. Particularly, we can detect and test Granger non-causalities since they correspond to zero parameter values.
- Sprache
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Englisch
- Erschienen in
-
Series: Technical Report ; No. 2006,18
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Fried, Roland
Kuhls, Silvia
Molina, Isabel
- Ereignis
-
Veröffentlichung
- (wer)
-
Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
- (wo)
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Dortmund
- (wann)
-
2006
- Handle
- Letzte Aktualisierung
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10.03.2025, 11:43 MEZ
Datenpartner
Dieses Objekt wird bereitgestellt von:
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Arbeitspapier
Beteiligte
- Fried, Roland
- Kuhls, Silvia
- Molina, Isabel
- Universität Dortmund, Sonderforschungsbereich 475 - Komplexitätsreduktion in Multivariaten Datenstrukturen
Entstanden
- 2006
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