Testing for constant correlation of filtered series under structural change
Year of publication: |
2019
|
---|---|
Authors: | Demetrescu, Matei ; Wied, Dominik |
Subject: | Bootstrap | Estimation error | Partial sums | Structural break | Two-step procedure | Strukturbruch | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Korrelation | Correlation | Bootstrap-Verfahren | Bootstrap approach | Strukturwandel | Structural change | Statistischer Test | Statistical test |
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