Travail de recherche/Working paper
| Titre: |
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| Auteur: | Onatski, Alexei; Moreira J., Marcelo; Hallin, Marc |
| Statut de publication: | Publié, 2012-10 |
| series: | ECARES Working Papers, ECARES 2012-036 |
| Sujet CREF: | Economie |
| Volumes/pages: | 44 p. |
| Mots-clés: | sphericity tests |
| large dimentionality | |
| asymptotic power | |
| spiked covariance | |
| contiguity | |
| power enveloppe | |
| Langue: | Anglais |
| Identificateurs: | RePEc:eca:wpaper:2013/130318 |
