Projects per year
Original language | English |
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Journal | Journal of Econometrics |
Publication status | Accepted/In press - 24 Dec 2022 |
Bibliographical note
This is an author-produced version of the published paper. Uploaded in accordance with the publisher’s self-archiving policy.Keywords
- Cointegration, Factor model, High-frequency data, Microstructure noise, Non-stationarity
Projects
- 1 Finished
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New Cross-Sectionally Dependent Panel Data Methods for the Analysis of Macroeconomic and Financial Networks
Shin, Y. (Principal investigator), Chen, J. (Co-investigator) & Wang, W. (Co-investigator)
ECONOMIC AND SOCIAL RESEARCH COUNCIL (ESRC)
1/12/20 → 31/07/24
Project: Research project (funded) › Research