EconPapers    
Economics at your fingertips  
 

TESTING FOR A CHANGE IN CORRELATION AT AN UNKNOWN POINT IN TIME USING AN EXTENDED FUNCTIONAL DELTA METHOD

Dominik Wied, Walter Krämer () and Herold Dehling

Econometric Theory, 2012, vol. 28, issue 03, pages 570-589

Date: 2012
References: Add references at CitEc
Citations View citations in EconPapers (4) Track citations by RSS feed

Downloads: (external link)
http://journals.cambridge.org/abstract_S0266466611000661 link to article abstract page (text/html)

Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.

Export reference: BibTeX RIS (EndNote, ProCite, RefMan) HTML/Text

Persistent link: http://EconPapers.repec.org/RePEc:cup:etheor:v:28:y:2012:i:03:p:570-589_00

Access Statistics for this article

More articles in Econometric Theory from Cambridge University Press
Address: The Edinburgh Building, Shaftesbury Road, Cambridge CB2 2RU UK
Series data maintained by Keith Waters ().

 
Page updated 2014-06-16
Handle: RePEc:cup:etheor:v:28:y:2012:i:03:p:570-589_00