Showing results 1 to 4 of 4
| Title | Author(s) | Issue Date | |
|---|---|---|---|
Alternative Asymptotics For Cointegration Tests In Large Vars Journal:Econometrica: journal of the Econometric Society | 2018 | ||
Extreme Canonical Correlations And High-dimensional Cointegration Analysis Journal:Journal of Econometrics | 2019 | ||
Spectral distribution of the sample covariance of high-dimensional time series with unit roots Journal:Statistica Sinica | 2022 | ||
Spurious Factor Analysis Journal:Econometrica | 2021 |