Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383)

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Extreme canonical correlations and high-dimensional cointegration analysis
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    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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