Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383): Difference between revisions
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Latest revision as of 09:58, 12 August 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Extreme canonical correlations and high-dimensional cointegration analysis |
scientific article |
Statements
Extreme canonical correlations and high-dimensional cointegration analysis (English)
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2 September 2019
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high-dimensional cointegration
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extreme canonical correlations
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trace statistic
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maximum eigenvalue statistic
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Bartlett correction
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