Measures of linear dependence and feedback for multiple time series are defined. The mea~ure 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 nonneg
โฆ LIBER โฆ
Measurement of Linear Dependence and Feedback between Multiple Time Series
โ Scribed by Geweke, John
- Book ID
- 121348724
- Publisher
- American Statistical Association
- Year
- 1982
- Tongue
- English
- Weight
- 911 KB
- Volume
- 77
- Category
- Article
- ISSN
- 0162-1459
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