ON THE SAMPLING BEHAVIOUR OF THE COVARIABILITY COEFFICIENT

A. P. J. Abrahamse

No 272349, Econometric Institute Archives from Erasmus University Rotterdam

Abstract: The asymptotic variance of the covariability coefficient c is derived, using the so-called S method and the extent to which it approximates the small sample variance is examined for some particular cases by means of Monte Carlo simulation.

Keywords: Institutional and Behavioral Economics; Research Methods/Statistical Methods (search for similar items in EconPapers)
Pages: 15
Date: 1986
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Persistent link: https://EconPapers.repec.org/RePEc:ags:eureia:272349

DOI: 10.22004/ag.econ.272349

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