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06/28/2023
High-Dimensional Canonical Correlation Analysis
This paper studies high-dimensional canonical correlation analysis (CCA)...
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10/05/2022
The Local to Unity Dynamic Tobit Model
This paper extends local to unity asymptotics to the non-linear setting ...
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02/15/2022
Asymptotics of Cointegration Tests for High-Dimensional VAR(k)
The paper studies non-stationary high-dimensional vector autoregressions...
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06/25/2020