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Asymptotics of Cointegration Tests for High-Dimensional VAR($k$) - MaRDI portal

Asymptotics of Cointegration Tests for High-Dimensional VAR($k$)

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Publication:6391131

arXiv2202.07150MaRDI QIDQ6391131

Vadim Gorin, Anna Bykhovskaya

Publication date: 14 February 2022











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