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Advances in Economics and Econometrics: Theory and Applications: Seventh World
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Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress Paperback - 1997

by David M. Kreps (Editor); Kenneth F. Wallis (Editor)

First line

The purpose of this chapter is to provide a method of quantitative characterization of the interactive structure between a pair of possibly non-stationary vector time series by the means of causal measures (which consist of the measures of association, one-way effect, and reciprocity) and to consider the statistical inference problems involved in estimating those measures.

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  • Title Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress
  • Author David M. Kreps (Editor); Kenneth F. Wallis (Editor)
  • Binding Paperback
  • Edition 1st
  • Pages 346
  • Volumes 1
  • Language ENG
  • Publisher Cambridge University Press, Oxford and Cambridge
  • Date 1997-02-28
  • Illustrated Yes
  • Features Illustrated, Index, Table of Contents
  • ISBN 9780521589819 / 0521589819
  • Weight 1.08 lbs (0.49 kg)
  • Dimensions 8.86 x 6.23 x 0.84 in (22.50 x 15.82 x 2.13 cm)
  • Library of Congress subjects Economics - Congresses, Econometrics - Congresses
  • Library of Congress Catalog Number 96042917
  • Dewey Decimal Code 330.015

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Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress

Advances in Economics and Econometrics: Theory and Applications: Seventh World Congress

by David M. Kreps

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