High-dimensional IV cointegration estimation and inference
Work
Year: 2023
Type: article
Source: Journal of Econometrics
Authors Peter C.B. Phillips, Igor Kheifets
Institutions Yale University, Singapore Management University, University of Auckland, University of North Carolina at Charlotte
Cites: 42
Cited by: 1
Related to: 10
FWCI: 0.815
Citation percentile (by year/subfield): 68.05
Domain: Social Sciences
Sustainable Development Goal Sustainable cities and communities
Open Access status: green