Non-parametric determination of real-time lag structure between two time series: The "optimal thermal causal path" method with applications to economic data

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, (2006)

Non-Parametric Determination of Real-Time Lag Structure between Two Time Series : The 'Optimal Thermal Causal Path' Method

Sornette, Didier, (2004)

Testing for short- and long-run causality : a frequency-domain approach

Breitung, Jörg, (2006)