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~accessRights:"free"
~isPartOf:"Cambridge-INET working papers"
~language:"eng"
~subject:"Correlation"
~type:"book"
~type_genre:"Article in journal"
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A new semiparametric estimation approach for large dynamic covariance matrices with multiple conditioning variables
Chen, Jia
;
Li, Degui
;
Linton, Oliver
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2018
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version: October 24, 2018
Persistent link: https://www.econbiz.de/10012671372
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2
A portmanteau test for correlation in short panels
Jochmans, Koen
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2018
Persistent link: https://www.econbiz.de/10012672305
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3
Testing in high-dimensional spiked models
Johnstone, Iain M.
;
Onatski, Alexei
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2018
Persistent link: https://www.econbiz.de/10012667588
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4
Extreme canonical correlations and high-dimensional cointegration analysis
Onatski, Alexei
;
Wang, Chen
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2017
Persistent link: https://www.econbiz.de/10012667643
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