Testing for a change in correlation at an unknown point in time using an extended functional delta method
Dominik Wied and Walter Krämer; Herold Dehling
| Year of publication: |
2012
|
|---|---|
| Authors: | Wied, Dominik ; Krämer, Walter ; Dehling, Herold |
| Published in: |
Econometric theory. - Cambridge : Cambridge Univ. Press, ISSN 0266-4666, ZDB-ID 901661-2. - Vol. 28.2012, 3, p. 570-589
|
| Subject: | Zeitverwendung | Time use | Korrelation | Correlation | Zeitreihenanalyse | Time series analysis | Statistischer Test | Statistical test | Schätztheorie | Estimation theory |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009545827