Showing results 3 to 5 of 5
< previous
Title | Author(s) | Issue Date | |
---|---|---|---|
Spectral distribution of the sample covariance of high-dimensional time series with unit roots Journal:Statistica Sinica | 2022 | ||
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 | ||
Spurious Factor Analysis Journal:Econometrica | 2021 |