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Model-Based Rules for Describing Recurrent Events

Don Harding and Adrian Pagan

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Published in print:
2016
Published Online:
January 2018
ISBN:
9780691167084
eISBN:
9781400880935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691167084.003.0004
Subject:
Economics and Finance, Econometrics

The chapter discusses a particular way of producing rules to summarize the nature of the recurrent events. These rules come from the idea that the data incorporating the recurrent event can be ... More


Measuring Synchronization of Recurrent Events in Multivariate Data

Don Harding and Adrian Pagan

in The Econometric Analysis of Recurrent Events in Macroeconomics and Finance

Published in print:
2016
Published Online:
January 2018
ISBN:
9780691167084
eISBN:
9781400880935
Item type:
chapter
Publisher:
Princeton University Press
DOI:
10.23943/princeton/9780691167084.003.0006
Subject:
Economics and Finance, Econometrics

This chapter presents methods for capturing the synchronization of recurrent events in bivariate and multiple series. The special features of the unconditional densities of binary series recommend ... More


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