This dataset is compiled from the paper: "Fan, X., Lan, W., Zou, T., and Tsai, C. L. (2024). Covariance model with general linear structure and divergent parameters. Journal of Business & Economic Statistics 42, 36–48."
This dataset is compiled from the paper: "Fan, X., Lan, W., Zou, T., and Tsai, C. L. (2024). Covariance model with general linear structure and divergent parameters. Journal of Business & Economic Statistics 42, 36–48."