| Budget Amount *help |
¥3,900,000 (Direct Cost: ¥3,000,000、Indirect Cost: ¥900,000)
Fiscal Year 2013: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2012: ¥910,000 (Direct Cost: ¥700,000、Indirect Cost: ¥210,000)
Fiscal Year 2011: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
Fiscal Year 2010: ¥1,040,000 (Direct Cost: ¥800,000、Indirect Cost: ¥240,000)
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| Research Abstract |
The research project provides a computationally feasible approach to estimate and test causal measures among time series data in the presence of the third series and examines the finite sample performance of the test statistics for causal measures. Furthermore, it proposes two kinds of test statistics, which depend on the setting of the null hypothesis. By using Monte Carlo simulation, under the condition that the data generated process includes the third series, when we estimate the model without the third series, the estimated causal measures would be different from the true causal measures.
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