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dc.contributor.authorFried, Roland-
dc.contributor.authorKuhls, Silvia-
dc.contributor.authorMolina, Isabel-
dc.date.accessioned2006-03-16T14:35:47Z-
dc.date.available2006-03-16T14:35:47Z-
dc.date.issued2006-03-16T14:35:47Z-
dc.identifier.urihttp://hdl.handle.net/2003/22242-
dc.identifier.urihttp://dx.doi.org/10.17877/DE290R-14323-
dc.description.abstractWe 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.en
dc.format.extent103844 bytes-
dc.format.extent222753 bytes-
dc.format.mimetypeapplication/pdf-
dc.format.mimetypeapplication/postscript-
dc.language.isoen-
dc.subjectCanonical interactionen
dc.subjectGranger non-causalitiesen
dc.subjectMixed parameterizationen
dc.subjectZero parameter valuesen
dc.subject.ddc004-
dc.titleAnalyzing associations in multivariate binary time seriesen
dc.typeTextde
dc.type.publicationtypereporten
dcterms.accessRightsopen access-
Appears in Collections:Sonderforschungsbereich (SFB) 475

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