@article{Gao_2021,
title={Modeling high-dimensional unit-root time series},
volume={37},
ISSN={0169-2070},
url={http://dx.doi.org/10.1016/j.ijforecast.2020.09.008},
DOI={10.1016/j.ijforecast.2020.09.008},
number={4},
journal={International Journal of Forecasting},
publisher={Elsevier BV},
author={Gao,
Zhaoxing and Tsay,
Ruey S.},
year={2021},
month=oct,
pages={1535–1555} }