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~isPartOf:"Cambridge-INET working papers"
~subject:"Estimation theory"
~subject:"Financial market"
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Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
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2018
Persistent link: https://www.econbiz.de/10012667588
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
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2018
-
version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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3
A portmanteau test for correlation in short panels
Jochmans, Koen
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2018
Persistent link: https://www.econbiz.de/10012672305
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4
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
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2017
Persistent link: https://www.econbiz.de/10012667643
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5
Estimation of a multiplicative covariance structure in the large dimensional case
Hafner, Christian M.
;
Linton, Oliver
;
Tang, Haihan
-
2016
Persistent link: https://www.econbiz.de/10011565160
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