Pages that link to "Item:Q4682715"
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The following pages link to Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715):
Displaying 10 items.
- Determination of vector error correction models in high dimensions (Q1739869) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- On LASSO for predictive regression (Q2155298) (← links)
- Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383) (← links)
- Counterfactual Analysis With Artificial Controls: Inference, High Dimensions, and Nonstationarity (Q5881962) (← links)
- Forecasting vector autoregressions with mixed roots in the vicinity of unity (Q6049842) (← links)
- Cointegration Rank Estimation for High-Dimensional Time Series With Breaks (Q6069863) (← links)
- Predictive quantile regression with mixed roots and increasing dimensions: the ALQR approach (Q6090583) (← links)
- High-Dimensional Cointegration and Kuramoto Inspired Systems (Q6144491) (← links)
- Inference in Heavy-Tailed Nonstationary Multivariate Time Series (Q6154015) (← links)
