Testing for constant correlation of filtered series under structural change
Author:
Affiliation:
1. Institute for Statistics and Econometrics, Christian-Albrechts-University of Kiel, Olshausenstr. 40-60, Kiel, 24118, Germany
2. Institute for Econometrics and Statistics, University of Cologne, Meister-Ekkehart-Str. 9, Cologne, 50923, Germany
Publisher
Oxford University Press (OUP)
Subject
Economics and Econometrics
Link
http://academic.oup.com/ectj/article-pdf/22/1/10/28792414/ectj12116.pdf
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