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Representation of the Partial Measures

  • Yuzo HosoyaEmail author
  • Kosuke Oya
  • Taro Takimoto
  • Ryo Kinoshita
Chapter
  • 647 Downloads
Part of the SpringerBriefs in Statistics book series (BRIEFSSTATIST)

Abstract

This chapter extends the measures introduced in the previous chapter to partial measures in the presence of third-series involvement. Third-series intervention is known to sometimes incur phenomena such as spurious or indirect causality attributable to possible feedback from the series. To address the problem, this chapter introduces an operational way to define the partial causality and allied concepts between a pair of processes. The third-effect elimination is of the one-way effect component of the third series from a pair of subject-matter series to preserve the inherent feedback structure of the pair of interest.

Keywords

Canonical factorization Cointegrated process Partial measures of interdependence Simple measures of interdependence Spurious causality Third-series presence Unit-root process Vector ARMA process 

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Copyright information

© The Author(s) 2017

Authors and Affiliations

  • Yuzo Hosoya
    • 1
    Email author
  • Kosuke Oya
    • 2
  • Taro Takimoto
    • 3
  • Ryo Kinoshita
    • 4
  1. 1.Tohoku UniversitySendaiJapan
  2. 2.Osaka UniversityToyonakaJapan
  3. 3.Kyushu UniversityFukuokaJapan
  4. 4.Tokyo Keizai UniversityKokubunjiJapan

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