Pitfalls in tests for changes in correlations
Brian H. Boyer, Michael S. Gibson and Mico Loretan
| Year of publication: |
1997
|
|---|---|
| Authors: | Boyer, Brian H. ; Gibson, Michael S. ; Loretan, Mico |
| Publisher: |
Washington, DC : Board of Governors of the Federal Reserve System |
| Subject: | Statistischer Test | Statistical test | Korrelation | Correlation | Theorie | Theory | Zeitreihenanalyse | Time series analysis |
| Extent: | 13 S |
|---|---|
| Series: | International finance discussion papers. - Washington, DC, ISSN 1073-2500, ZDB-ID 1449509-0. - Vol. 597 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10000645979