Testing for constant correlation of filtered series under structural change (Q5084327)
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scientific article; zbMATH DE number 7547357
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Testing for constant correlation of filtered series under structural change |
scientific article; zbMATH DE number 7547357 |
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Testing for constant correlation of filtered series under structural change (English)
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24 June 2022
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bootstrap
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estimation error
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partial sums
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structural break
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two-step procedure
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