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Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing.
In: Papers.
RePEc:arx:papers:2005.03496.

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  1. Divide-and-Conquer: A Distributed Hierarchical Factor Approach to Modeling Large-Scale Time Series Data. (2021). Tsay, Ruey S ; Gao, Zhaoxing.
    In: Papers.
    RePEc:arx:papers:2103.14626.

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  2. A Two-Way Transformed Factor Model for Matrix-Variate Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing.
    In: Papers.
    RePEc:arx:papers:2011.09029.

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References

References cited by this document

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  4. Modeling high-dimensional unit-root time series. (2021). Tsay, Ruey S ; Gao, Zhaoxing.
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  7. Modeling High-Dimensional Unit-Root Time Series. (2020). Tsay, Ruey S ; Gao, Zhaoxing.
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  8. Price Discovery in Agricultural Futures Markets: Should We Look beyond the Best Bid?Ask Spread?. (2019). Frank, Julieta ; Arzandeh, Mehdi.
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  10. Identifying cointegration by eigenanalysis. (2018). Robinson, Peter ; Zhang, Rongmao ; Yao, Qiwei.
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