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
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|---|---|
| Authors: | Zhou, Wei-Xing ; Sornette, Didier |
| Published in: |
Journal of macroeconomics. - Amsterdam [u.a.] : Elsevier, ISSN 0164-0704, ZDB-ID 7962459. - Vol. 28.2006, 1, p. 195-224
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