11. |
Measurement of Linear Dependence and Feedback between Multiple Time Series |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 304-313
John Geweke,
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摘要:
Measures of linear dependence and feedback for multiple time series are defined. The measure of linear dependence is the sum of the measure of linear feedback from the first series to the second, linear feedback from the second to the first, and instantaneous linear feedback. The measures are nonnegative, and zero only when feedback (causality) of the relevant type is absent. The measures of linear feedback from one series to another can be additively decomposed by frequency. A readily usable theory of inference for all of these measures and their decompositions is described; the computations involved are modest.
ISSN:0162-1459
DOI:10.1080/01621459.1982.10477803
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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12. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 313-314
Arnold Zellner,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477804
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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13. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 315-316
DavidA. Pierce,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477805
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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14. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 316-319
WilliamW. S. Wei,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477806
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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15. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 320-322
Emanuel Parzen,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477807
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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16. |
Rejoinder |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 323-324
John Geweke,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477808
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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17. |
Lindley's Paradox |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 325-334
Glenn Shafer,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477809
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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18. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 334-336
D.V. Lindley,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477810
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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19. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 336-339
MorrisH. Degroot,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477811
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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20. |
Comment |
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Journal of the American Statistical Association,
Volume 77,
Issue 378,
1982,
Page 339-341
A.P. Dempster,
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ISSN:0162-1459
DOI:10.1080/01621459.1982.10477812
出版商:Taylor & Francis Group
年代:1982
数据来源: Taylor
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