Testing for constant correlation of filtered series under structural change
Matei Demetrescu and Dominik Wied
| Year of publication: |
2019
|
|---|---|
| Authors: | Demetrescu, Matei ; Wied, Dominik |
| Published in: |
The econometrics journal. - Oxford : Oxford University Press, ISSN 1368-423X, ZDB-ID 1475536-1. - Vol. 22.2019, 1, p. 10-33
|
| Subject: | Bootstrap | Estimation error | Partial sums | Structural break | Two-step procedure | Strukturbruch | Zeitreihenanalyse | Time series analysis | Schätztheorie | Estimation theory | Bootstrap-Verfahren | Bootstrap approach | Korrelation | Correlation | Statistischer Test | Statistical test |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1111/ectj.12116 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012166648