Correlation coefficients are indicators of the strength of the linear relationship between two different variables, x and y. A linear correlation coefficient that is greater than zero indicates a ...

Almost every day you can find in media commentary that XYZ is causing stocks to fall (or rise). Such definitive statements are common—but what’s almost always missing is statistical proof. And if you ...

Consider a Gaussian vector z = (x′, y′)′, consisting of two sub-vectors x and y with dimensions p and q, respectively. With n independent observations of z, we study the correlation between x and y, ...

https://doi.org/10.1086/426518 • https://www.jstor.org/stable/10.1086/426518 Copy URL In this appendix, we describe our test for a structural change in the ...