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"
Year of publication: |
2006
|
---|---|
Authors: | Andersen, Jørgen Vitting |
Other Persons: | Zhou, Wei-Xing (reviewed) ; Sornette, Didier (reviewed) |
Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 796245-9. - Vol. 28.2006, 1, p. 225-227
|
Subject: | Theorie | Theory | Zeitreihenanalyse | Time series analysis | Nichtparametrisches Verfahren | Nonparametric statistics |
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