A self-normalization test for correlation change
Author:
Funder
National Research Foundation of Korea
Publisher
Elsevier BV
Subject
Economics and Econometrics,Finance
Reference23 articles.
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1. A self-normalization test for structural breaks in a regression model for panel data sets;Journal of the Korean Statistical Society;2024-02-15
2. Kolmogorov–Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach;Journal of Econometrics;2024-01
3. Subsample scan test for multiple breaks based on self-normalization;Communications in Statistics - Theory and Methods;2022-06-22
4. A general panel break test based on the self-normalization method;Journal of the Korean Statistical Society;2021-06-02
5. Testing for Structural Breaks – A New Self-Normalization Approach Based on the Adjusted Sample Range;SSRN Electronic Journal;2021
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