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subject:"Zeitreihenanalyse"
isPartOf:"Journal of macroeconomics"
~person:"Sornette, Didier"
~person:"Kim, Tae-hwan"
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Zeitreihenanalyse
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Sornette, Didier
Kim, Tae-hwan
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Journal of macroeconomics
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ECONIS (ZBW)
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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
Saved in:
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On suboptimality of the Hodrick-Prescott filter at time series endpoints
Mise, Emi
;
Kim, Tae-hwan
;
Newbold, Paul
- In:
Journal of macroeconomics
27
(
2005
)
1
,
pp. 53-67
Persistent link: https://www.econbiz.de/10002647963
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