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Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data
Zhou, Wei-Xing; Sornette, Didier - In: Journal of macroeconomics 28 (2006) 1, pp. 195-224
Persistent link: https://www.econbiz.de/10003291163
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Comments on "Non-parametric determination of real-time lag structure between two time series: The 'Optimal thermal causal path' method with applications to economic data"
Andersen, Jørgen Vitting - In: Journal of macroeconomics 28 (2006) 1, pp. 225-227
Persistent link: https://www.econbiz.de/10003291168