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 | Up a level |
Tu, Yundong, Yao, Qiwei 
ORCID: 0000-0003-2065-8486 and Zhang, Rongmao
(2020)
Error-correction factor models for high-dimensional cointegrated time series.
Statistica Sinica, 30 (3).
1463 - 1484.
ISSN 1017-0405
Lin, Yingqian, Tu, Yundong and Yao, Qiwei ORCID: 0000-0003-2065-8486
(2020)
Estimation for double-nonlinear cointegration.
Journal of Econometrics, 216 (1).
175 - 191.
ISSN 0304-4076
