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---
license: mit
---
The data is compiled from the paper: "Chen, S. X., Guo, B., and Qiu, Y. (2023). Testing and signal identification for two- sample high-dimensional covariances via multi-level thresholding. Journal of Econo-
metrics 235, 1337–1354."

	---
	license: mit
	---
	The data is compiled from the paper: "Chen, S. X., Guo, B., and Qiu, Y. (2023). Testing and signal identification for two- sample high-dimensional covariances via multi-level thresholding. Journal of Econo-
	metrics 235, 1337–1354."