Testing For Changes In Kendall’S Tau
Author
Abstract
Suggested Citation
Download full text from publisher
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Zacharias Psaradakis & Marián Vávra, 2022.
"Using Triples to Assess Symmetry Under Weak Dependence,"
Journal of Business & Economic Statistics, Taylor & Francis Journals, vol. 40(4), pages 1538-1551, October.
- Zacharias Psaradakis & Marian Vavra, 2020. "On Using Triples to Assess Symmetry Under Weak Dependence," Working and Discussion Papers WP 7/2020, Research Department, National Bank of Slovakia.
- Mariusz Czekala & Zbigniew Kurylek, 2021. "Inversions Distribution and Testing Correlation Changes for Rates of Return," European Research Studies Journal, European Research Studies Journal, vol. 0(3B), pages 633-650.
- Betken, Annika & Dehling, Herold & Nüßgen, Ines & Schnurr, Alexander, 2021. "Ordinal pattern dependence as a multivariate dependence measure," Journal of Multivariate Analysis, Elsevier, vol. 186(C).
- Manner, Hans & Rodríguez, Gabriel & Stöckler, Florian, 2024.
"A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets,"
International Review of Economics & Finance, Elsevier, vol. 89(PA), pages 1385-1403.
- Hans Manner & Gabriel Rodriguez & Florian St ckler, 2021. "A changepoint analysis of exchange rate and commodity price risks for Latin American stock markets," Graz Economics Papers 2021-14, University of Graz, Department of Economics.
- Fan, Yanqin & Han, Fang & Park, Hyeonseok, 2023. "Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model," Journal of Econometrics, Elsevier, vol. 237(1).
- Manner, Hans & Stark, Florian & Wied, Dominik, 2019. "Testing for structural breaks in factor copula models," Journal of Econometrics, Elsevier, vol. 208(2), pages 324-345.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:cup:etheor:v:33:y:2017:i:06:p:1352-1386_00. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
We have no bibliographic references for this item. You can help adding them by using this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Kirk Stebbing (email available below). General contact details of provider: https://www.cambridge.org/ect .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.