Modeling high-dimensional unit-root time series

Zhaoxing Gao, Ruey S. Tsay

Year of publication:	2021
Authors:	Gao, Zhaoxing ; Tsay, Ruey S.
Published in:	International journal of forecasting. - Amsterdam [u.a.] : Elsevier, ISSN 0169-2070, ZDB-ID 283943-X. - Vol. 37.2021, 4, p. 1535-1555
Subject:	Cointegration \| Common factor \| Eigenanalysis \| Factor model \| High-dimensional time series \| Unit root \| Zeitreihenanalyse \| Time series analysis \| Faktorenanalyse \| Factor analysis \| Kointegration \| Einheitswurzeltest \| Unit root test \| Modellierung \| Scientific modelling \| Schätztheorie \| Estimation theory

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