Showing 1 - 10 of 1,921
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
Persistent link: https://www.econbiz.de/10011705233
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
This paper proposes methods for both the consistent estimation of so-called long run canonical correlations (LRCCs) and also testing the null hypothesis that a subset of LRCCs are zero. Two test statistics are proposed and their limiting distribution is derived under the null hypothesis. It is...
Persistent link: https://www.econbiz.de/10013155084
Persistent link: https://www.econbiz.de/10012306198
Persistent link: https://www.econbiz.de/10011897560
Persistent link: https://www.econbiz.de/10009541998
Persistent link: https://www.econbiz.de/10012194864
Persistent link: https://www.econbiz.de/10011660302
Persistent link: https://www.econbiz.de/10012183876