Error-Correction Factor Models for High-dimensional Cointegrated Time Series

From MaRDI portal
Publication:5134485

DOI10.5705/ss.202017.0250zbMath1454.62273OpenAlexW2954172329MaRDI QIDQ5134485

Yundong Tu, Qiwei Yao, Rong Mao Zhang

Publication date: 16 November 2020

Published in: Statistica Sinica (Search for Journal in Brave)

Full work available at URL: http://eprints.lse.ac.uk/106994/1/15th.pdf




Related Items (4)




Cites Work




This page was built for publication: Error-Correction Factor Models for High-dimensional Cointegrated Time Series