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Causally Appropriate Graphical Modelling for Time Series with Applications to Economics, Ecology and Environmental Science

I apply the GMTS approach to graphical modelling of time series to data sets from economics, ecology and environmental science. This approach improves on traditional approaches to modelling insofar as it selects the most parsimonius model. I improve on this approach by removing some redundancies in the GMTS approach. However, a bias in terms of which links are selected means that it is unlikely that this model will select the best causal model.

Identiferoai:union.ndltd.org:canterbury.ac.nz/oai:ir.canterbury.ac.nz:10092/1152
Date January 2005
CreatorsMeurk, Carla Siobhan
PublisherUniversity of Canterbury. Mathematics and Statistics
Source SetsUniversity of Canterbury
LanguageEnglish
Detected LanguageEnglish
TypeElectronic thesis or dissertation, Text
RightsCopyright Carla Siobhan Meurk, http://library.canterbury.ac.nz/thesis/etheses_copyright.shtml
RelationNZCU

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