High-Dimensional Time Series Analysis: Unit Roots, Cointegration and Forecasting

Research output: ThesisDoctoral ThesisInternal

Original languageEnglish
Awarding Institution
  • Maastricht University
Supervisors/Advisors
  • Smeekes, Stephan, Supervisor
  • Hecq, Alain, Supervisor
Award date27 Mar 2020
Publication statusPublished - 2020

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