2015-05-08–2015-05-09 - Montréal, Québec, Hôtel de l’Institut (Canada) - Centre interuniversitaire de recherche en économie …
Preliminary program:
SESSION I
- Peter HANSEN (European University Institute), Guillaume Horel (Stanford University)
"Limit Theory for the Long Run Variance of Finite Markov Chains"
- Alexei ONATSKI (University of Cambridge)
"Local Asymptotic Normality of the Spectrum of High-Dimensional Spiked...