Showing results 1 to 5 of 5
| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
Alternative Asymptotics For Cointegration Tests In Large Vars Journal:Econometrica: journal of the Econometric Society | 2018 | 26 | ||
Extreme Canonical Correlations And High-dimensional Cointegration Analysis Journal:Journal of Econometrics | 2019 | 24 | ||
Spectral distribution of the sample covariance of high-dimensional time series with unit roots Proceeding/Conference:The 3rd International Conference on Econometrics and Statistics (EcoSta 2019) | 2019 | 17 | ||
Spectral distribution of the sample covariance of high-dimensional time series with unit roots Journal:Statistica Sinica | 2022 | 56 | ||
Spurious Factor Analysis Journal:Econometrica | 2021 | 31 |