Analyzing associations in multivariate binary time series

dc.contributor.author	Fried, Roland
dc.contributor.author	Kuhls, Silvia
dc.contributor.author	Molina, Isabel
dc.date.accessioned	2006-03-16T14:35:47Z
dc.date.available	2006-03-16T14:35:47Z
dc.date.issued	2006-03-16T14:35:47Z
dc.description.abstract	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.	en
dc.format.extent	103844 bytes
dc.format.extent	222753 bytes
dc.format.mimetype	application/pdf
dc.format.mimetype	application/postscript
dc.identifier.uri	http://hdl.handle.net/2003/22242
dc.identifier.uri	http://dx.doi.org/10.17877/DE290R-14323
dc.language.iso	en
dc.subject	Canonical interaction	en
dc.subject	Granger non-causalities	en
dc.subject	Mixed parameterization	en
dc.subject	Zero parameter values	en
dc.subject.ddc	004
dc.title	Analyzing associations in multivariate binary time series	en
dc.type	Text	de
dc.type.publicationtype	report	en
dcterms.accessRights	open access
eldorado.dnb.deposit	true

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