Advances in Economics and Econometrics: Theory and Applications
Subtitle: Seventh World Congress (Econometric Society Monographs)
Contributors: David M. Kreps (Editor); Kenneth F. Wallis (Editor)
Publisher: Cambridge University Press
Published: February 28, 1997
Language: eng
Format: Paperback
Number of pages: 344
ISBN-13: 9780521589819
Subjects: Econometrics; Economic History; Business/Economics; Business & Economics; Business / Economics / Finance; Economics; Economics - Theory; Business & Economics / Economic History; Econometrics--Congresses; Congresses
First sentence: 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.