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周波数領域における時系列間の因果性の変化の検証に関して
周波数領域における時系列間の因果性の変化の検証に関して
Paper
文書・図像類
木下, 亮, 大屋, 幸輔
Graduate School of Economics and Osaka School of International Public Policy (OSIPP), Osaka University
2014-02
Discussion Papers In Economics And Business
14-09
p.1-29
Other Libraries in Japan
Subject Heading
因果性測度
周波数領域 ECM モデル 構造変化 Causality ...
Note (General)
...いて定義された周波数領域上での
因果性測度
を利用し,構造変化の時点を既知とした上で,因果性の変化の程度...
Reached to the end of result.
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