AOS

Trace Test for High-Dimensional Cointegration

Authors
Alexei Onatski Chen Wang
Research Topics
High-Dimensional Statistics
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Paper Information
  • Journal:
    Annals of Statistics
  • Added to Tracker:
    Sep 25, 2025
Author Details
Alexei Onatski
Author
Chen Wang
Author
Research Topics & Keywords
High-Dimensional Statistics
Research Area
Citation Information
APA Format
Alexei Onatski & Chen Wang . Trace Test for High-Dimensional Cointegration. Annals of Statistics .
BibTeX Format
@article{paper556,
  title = { Trace Test for High-Dimensional Cointegration },
  author = { Alexei Onatski and Chen Wang },
  journal = { Annals of Statistics },
  url = { https://www.e-publications.org/ims/submission/AOS/user/submissionFile/61327?confirm=31cefd82 }
}
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