Analysis of the graph structure in economic time-series data
| Project/Area Number |
19530190
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| Research Category |
Grant-in-Aid for Scientific Research (C)
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| Allocation Type | Single-year Grants |
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| Section | 一般 |
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| Research Field |
Economic statistics
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| Research Institution | Meisei University |
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Principal Investigator |
HOSOYA Yuzo Meisei University, 経済学部, 教授 (40004197)
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| Project Period (FY) |
2007 – 2009
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| Project Status |
Completed (Fiscal Year 2009)
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| Budget Amount *help |
¥4,550,000 (Direct Cost: ¥3,500,000、Indirect Cost: ¥1,050,000)
Fiscal Year 2009: ¥1,300,000 (Direct Cost: ¥1,000,000、Indirect Cost: ¥300,000)
Fiscal Year 2008: ¥1,430,000 (Direct Cost: ¥1,100,000、Indirect Cost: ¥330,000)
Fiscal Year 2007: ¥1,820,000 (Direct Cost: ¥1,400,000、Indirect Cost: ¥420,000)
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| Keywords | 因果測度 / グラフィカルモデル / 経済時系列 / 多変量従属関係 / 共和分モデル一方向因果性 / 統計的漸近理論 / スペクトル正準分解 / 経済時系列解析 / 共和分モデル / 一方向偏因果性 / 経済時系列モデル / 因果性測度 / 経済時系列データ / 方向偏因果性 / ウィットル尤度関数 |
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| Research Abstract |
In this research I have dealt with the problem of combining this approach used in analyzing multivariate experimental data and the approach developed in time series analysis on the prediction improvement. The research during the period 2007-2009 surveyed the predecessor studies in this field. In the research I have produced a feasible way of numerically feasible method of conducting statistical estimation and testing of partial causal measures.
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Report
(4 results)
Research Products
(17 results)
