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Spatial correlation robust inference with errors in location or distance
Conley, Timothy G. (contributor);  … - 2005
Persistent link: https://www.econbiz.de/10003161224
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Testing local versions of correlation coefficients
Kalogirou, Stamatis - 2010
The aim of this paper is to define and test local versions of standard correlation coefficients in statistical analysis … methods is still an open field for basic research. In this paper a local version of Pearson correlation coefficient is defined … correlation among two variables representing spatial data in the absence of a global correlation and vice versa. The application …
Persistent link: https://www.econbiz.de/10012171778
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Semiparametric inference in correlated long memory signal plus noise models
Arteche, Josu - 2010
Persistent link: https://www.econbiz.de/10008934926
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A homotopy class of semi-recursive chain ladder models
Taylor, Greg - 2011
Persistent link: https://www.econbiz.de/10009308033
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Chain ladder correlations
Taylor, Greg - 2011
Persistent link: https://www.econbiz.de/10009308034
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T-statistic based correlation and heterogeneity robust inference
Ibragimov, Rustam (contributor);  … - 2007
Persistent link: https://www.econbiz.de/10003480434
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Inference for rank-rank regressions
Četverikov, Denis N.; Wilhelm, Daniel - 2023
Slope coefficients in rank-rank regressions are popular measures of intergenerational mobility, for instance in regressions of a child's income rank on their parent's income rank. In this paper, we first point out that commonly used variance estimators such as the homoskedastic or robust...
Persistent link: https://www.econbiz.de/10014416045
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Inferring Complementarity from Correlations rather than Structural Estimation
Iaria, Alessandro - 2019
the correlation criterion, whose implementation only requires the comparison of observed market shares. We show that, in a … large class of non-parametric models, the correlation criterion satisfies all the axioms by Manzini et al. (2018) and how …
Persistent link: https://www.econbiz.de/10012858232
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Residual-Based Inference on Moment Hypotheses, With an Application to Testing for Constant Correlation
Demetrescu, Matei - 2018
The paper proposes a test for constant correlations allowing for breaks at unknown times in the marginal means and variances. Theoretically and in an application to US and German stock returns, we find that not accounting for changes in the marginal moments has severe consequences. This is...
Persistent link: https://www.econbiz.de/10012928148