Title of Paper:Determination Of The Effective Cointegration Rank In High-dimensional Time-series Predictive Regressions
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Journal:Journal of Business and Economic Statistics
Correspondence Author:Fang, P., Gao, Z. (通讯), and Tsay, R.S. (2025+)
Page Number:Forthcoming
Translation or Not:no
Date of Publication:2025-12-02
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