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      Testing for changes in Kendall’s tau

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      DVWW_main_1_.pdf (520.9Kb)
      DVWW_supplement.pdf (246.0Kb)
      Publication date
      12/2017
      Author
      Dehling, Herold
      Vogel, Daniel
      Wendler, Martin
      Wied, Dominik
      Metadata
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      Citation
      Dehling , H , Vogel , D , Wendler , M & Wied , D 2017 , ' Testing for changes in Kendall’s tau ' , Econometric Theory , vol. 33 , no. 6 , pp. 1352-1386 . https://doi.org/10.1017/S026646661600044X
      URI
      http://hdl.handle.net/2164/7588
      DOI
      https://doi.org/10.1017/S026646661600044X
      Rights
      This article has been accepted for publication in Econometric Theory and will appear in a revised form subsequent to peer review and / or editorial input by Cambridge University Press. © Cambridge University Press 2016 https://www.cambridge.org/core/journals/econometric-theory
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