Showing results 3 to 5 of 5
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| Title | Author(s) | Issue Date | Views | |
|---|---|---|---|---|
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 |