Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383): Difference between revisions

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+Estimating cross-section common stochastic trends in nonstationary panel data
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+No eigenvalues outside the support of the limiting spectral distribution of large-dimensional sample covariance matrices
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+Some cautions on the use of panel methods for integrated series of macroeconomic data
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+Cointegrating rank selection in models with time-varying variance
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+Factor Model Forecasts of Exchange Rates
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+Matrix Analysis
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+On the non-existence of a Bartlett correction for unit root tests
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+Statistical analysis of cointegration vectors
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+Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models
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+Likelihood-Based Inference in Cointegrated Vector Autoregressive Models
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+A Small Sample Correction for the Test of Cointegrating Rank in the Vector Autoregressive Model
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+Bartlett Corrections for Unit Root Test Statistics
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+Miscellanea. Bartlett correction of the unit root test in autoregressive models
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+Alternative Asymptotics for Cointegration Tests in Large VARs
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+Nonparametric rank tests for non-stationary panels
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