论文标题
调查非恒定差异经济变量之间的线性关系
Investigating linear relationships between non constant variances of economic variables
论文作者
论文摘要
在本文中，我们旨在评估非恒定经济变量差异之间的线性关系。所提出的方法基于自举累积总和（CUSUM）测试。模拟表明，在实践中通常遇到的样本量的测试良好行为。我们提供的工具旨在通过其非恒定差异突出相关关系或在经济变量之间提出共同的模式。考虑到美国区域数据，该论文的产出被说明了。
In this paper we aim to assess linear relationships between the non constant variances of economic variables. The proposed methodology is based on a bootstrap cumulative sum (CUSUM) test. Simulations suggest a good behavior of the test for sample sizes commonly encountered in practice. The tool we provide is intended to highlight relations or draw common patterns between economic variables through their non constant variances. The outputs of this paper is illustrated considering U.S. regional data.
