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Testing in High-Dimensional Spiked Models

Montreal Econometrics Seminar 2014-2015
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

room R-5460 (UQAM, 315 Sainte-Catherine Street East)

Organizers : Marine Carrasco & Victoria Zinde-Walsh

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