High dimensional cross-sectional dependence test under arbitrary serial correlation
Crossref DOI link: https://doi.org/10.1007/s11425-014-0731-4
Published Online: 2016-12-10
Published Print: 2017-02
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Lan, Wei
Pan, Rui
Luo, RongHua
Cheng, YongWei
License valid from 2016-12-10
