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~type:"book"
~subject:"Time series analysis"
~person:"Zhang, Bo"
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Zhang, Bo
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Working paper / Department of Econometrics and Business Statistics, Monash University
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Estimation and testing for high- dimensional near unit root time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2020
Persistent link: https://www.econbiz.de/10012606951
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2
A Near Unit Root Test for High-Dimensional Nonstationary Time Series
Zhang, Bo
-
2019
This paper proposes a new near-unit root test for a class of high-dimensional nonstationary time series. A central limit theorem for the proposed test is proposed and then evaluated by an extensive simulation study
Persistent link: https://www.econbiz.de/10012872351
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3
A near unit root test for high-dimensional nonstationary time series
Zhang, Bo
;
Gao, Jiti
;
Pan, Guangming
-
2019
Persistent link: https://www.econbiz.de/10012592727
Saved in:
4
CLT for largest eigenvalues and unit root tests for high-dimensional nonstationary time series
Zhang, Bo
;
Pan, Guangming
;
Gao, Jiti
-
2016
Persistent link: https://www.econbiz.de/10011781720
Saved in:
5
CLT for Largest Eigenvalues and Unit Root Tests for High-Dimensional Nonstationary Time Series
Zhang, Bo
-
2016
This paper proposes a new unit-root test for the case where a high-dimensional vector of nonstationary time series is considered. A new CLT is being established and studied both theoretically and numerically
Persistent link: https://www.econbiz.de/10012986601
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