Resource title

Analyzing Associations in Multivariate Binary Time Series

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Resource description

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.

Resource author

Roland Fried, Silvia Kuhls, Isabel Molina

Resource publisher

Resource publish date

Resource language

eng

Resource content type

text/html

Resource resource URL

http://hdl.handle.net/10419/22661

Resource license

Adapt according to the presented license agreement and reference the original author.