Inference on covariance-mean regression
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Publication:2172004
DOI10.1016/J.JECONOM.2021.05.004OpenAlexW3167475188MaRDI QIDQ2172004FDOQ2172004
Tao Zou, Chih-Ling Tsai, Runze Li, Wei Lan
Publication date: 14 September 2022
Published in: Journal of Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jeconom.2021.05.004
Statistics (62-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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- Tests for covariance structures with high-dimensional repeated measurements
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