• Media type: Text; Report; E-Book
  • Title: Analyzing associations in multivariate binary time series
  • Contributor: Fried, Roland [Author]; Kuhls, Silvia [Author]; Molina, Isabel [Author]
  • Published: Eldorado - Repositorium der TU Dortmund, 2006-03-16
  • Language: English
  • DOI: https://doi.org/10.17877/DE290R-14323
  • Keywords: Mixed parameterization ; Canonical interaction ; Granger non-causalities ; Zero parameter values
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  • 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.
  • Access State: Open Access
  • Rights information: In Copyright