Cointegration Rank Estimation for High-Dimensional Time Series With Breaks

From MaRDI portal
Publication:6069863

DOI10.5705/ss.202021.0117MaRDI QIDQ6069863

Rong Mao Zhang, Ngai Hang Chan

Publication date: 17 November 2023

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






Cites Work


This page was built for publication: Cointegration Rank Estimation for High-Dimensional Time Series With Breaks