testing equality of pairwise correlation across subsamples

["Stahel, Christof" <stahel_2@cob.osu.edu>]

Hi all,

I know this is not a specific S+ question, but I thought someone knows
of an easy solution. If I were to test pairwise calculated correlations
over two subsamples, how do I test whether they are equal.

To be more precise, let x = cbind(x1,x2) be a matrix of dim (T,2). I
would like to test if cor(x[1:n,1],x[1:n,2]) =
cor(x[n+1:T,1],x[n+1:T,2]).

Any suggestions are very welcome.
Thanks
Christof