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Alternative asymptotics for cointegration tests in large VARs
Onatski, Alexei; Wang, Chen - 2016
Persistent link: https://www.econbiz.de/10011538884
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Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei; Wang, Chen - 2017
Persistent link: https://www.econbiz.de/10012667643
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Spurious factor analysis
Onatski, Alexei; Wang, Chen - 2020
Persistent link: https://www.econbiz.de/10012793091