Pages that link to "Item:Q2323383"
From MaRDI portal
The following pages link to Extreme canonical correlations and high-dimensional cointegration analysis (Q2323383):
Displaying 6 items.
- An Automated Approach Towards Sparse Single-Equation Cointegration Modelling (Q136150) (← links)
- Cointegration in large VARs (Q2148991) (← links)
- The asymptotic distribution of canonical correlations and vectors in higher-order cointegrated models (Q2717796) (← links)
- The asymptotic distribution of canonical correlations and variates in cointegrated models (Q4488643) (← links)
- Alternative Asymptotics for Cointegration Tests in Large VARs (Q4682715) (← links)
- Penalisation methods in fitting high-dimensional cointegrated vector autoregressive models: a review (Q6612363) (← links)