A note on the asymptotic distribution of a statistic for testing stability of a correlation coefficient

The asymptotic null distribution of a test statistic for stability over time of a correlation coefficient in a bivariate sequence is derived. The statistic is an adaptation of the classical Fisher's z.

MoreLess

Year of publication:	1990
Authors:	Hawkins, D. L.
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 9.1990, 2, p. 149-154
Publisher:	Elsevier
Keywords:	Weak convergence U-statistics bivariate normal distribution

More details

Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005319551