Robust tests for change in intercept and slope in linear regression models with application to manager performance in the mutual fund industry
William Pouliot
| Year of publication: |
November 2016
|
|---|---|
| Authors: | Pouliot, William |
| Published in: |
Economic modelling. - Amsterdam [u.a.] : Elsevier, ISSN 0264-9993, ZDB-ID 86824-3. - Vol. 58.2016, p. 523-534
|
| Subject: | Structural break tests | CUSUM tests | Linear regression models | U-statistics | Mutual fund performance | Investmentfonds | Investment Fund | Statistischer Test | Statistical test | Strukturbruch | Structural break | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Schätzung | Estimation | Robustes Verfahren | Robust statistics |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.econmod.2016.03.011 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011647526