@article{cointegrationinlargevars,
  title = {Cointegration in large VARs},
  author = {Anna Bykhovskaya and Vadim Gorin},
  year = {2020},
  eprint = {2006.14179},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2006.14179v4},
}