Cointegration in large VARs

Bykhovskaya, Anna; Gorin, Vadim

doi:10.1214/21-AOS2164

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Citation Details

Cointegration in large VARs

Award ID(s):: 1949820

PAR ID:: 10439157

Author(s) / Creator(s):: Bykhovskaya, Anna; Gorin, Vadim

Date Published:: 2022-06-01

Journal Name:: The Annals of Statistics

Volume:: 50

Issue:: 3

ISSN:: 0090-5364

Format(s):: Medium: X

Sponsoring Org:: National Science Foundation

Free Publicly Accessible Full Text
Accepted Manuscript1.0
Journal Article:
https://doi.org/10.1214/21-AOS2164

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