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

15 February 2022

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

4 / 4 papers shown

Title
Inference on common trends in functional time series Morten Orregaard Nielsen Won-Ki Seo Dakyung Seong 19 2 0 01 Dec 2023
High-Dimensional Canonical Correlation Analysis A. Bykhovskaya V. Gorin 81 2 0 28 Jun 2023
On LASSO for High Dimensional Predictive Regression Ziwei Mei Zhentao Shi 42 14 0 14 Dec 2022
A Residuals-Based Nonparametric Variance Ratio Test for Cointegration Karsten Reichold 21 0 0 11 Nov 2022