Testing for instability in covariance structures
by Chihwa Kao (University of Connecticut), Lorenzo Trapani (Cass Business School), Giovanni Urga (Cass Business School and Universitá di Bergamo)
| Year of publication: |
August 2016
|
|---|---|
| Authors: | Kao, Chihwa ; Trapani, Lorenzo ; Urga, Giovanni |
| Publisher: |
Storrs, CT : University of Connecticut, Department of Economics |
| Subject: | Covariance Matrix | Eigensystem | Changepoint | CUSUM Statistic | Korrelation | Correlation | Schätztheorie | Estimation theory | Statistische Methodenlehre | Statistical theory | Statistischer Test | Statistical test | Strukturbruch | Structural break | Varianzanalyse | Analysis of variance | Statistische Methode | Statistical method |
| Extent: | 1 Online-Ressource (circa 62 Seiten) Illustrationen |
|---|---|
| Series: | Working papers / University of Connecticut, Department of Economics. - Storrs, Conn., ZDB-ID 2161689-9. - Vol. 2016, 33 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011687504