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Trace Test for High-Dimensional Cointegration

2022-12-02
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【Speaker】Alexey Onatskiy, Professor, University of Cambridge

【Topic】Trace Test for High-Dimensional Cointegration

【Time】Wednesday, December 7, 21:00-22:30

【Location】Zoom ID: 864 6217 8063, password: 846021

【Language】English

【Host】Department of Economics, School of Economics and Management, Tsinghua University