ADMISSIBLE CLUSTERING OF AGGREGATOR COMPONENTS: A NECESSARY AND SUFFICIENT STOCHASTIC SEMINONPARAMETRIC TEST FOR WEAK SEPARABILITY

DOI10.1017/S1365100509090300zbMATH Open1184.91161MaRDI QIDQ3647675FDOQ3647675

William A. Barnett, Philippe De Peretti

Publication date: 23 November 2009

Published in: Macroeconomic Dynamics (Search for Journal in Brave)

zbMATH Keywords

weak separabilityseminonparametric tests

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to economics (62P20) Statistical methods; economic indices and measures (91B82)

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Cited In (1)

• How better monetary statistics could have signaled the financial crisis

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