CLT for largest eigenvalues and unit root testing for high-dimensional nonstationary time series

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• Finished

  Econometric Model Building and Estimation: Theory and Practice

  Gao, J. (Primary Chief Investigator (PCI))

  ARC - Australian Research Council, Monash University

  1/01/17 → 31/12/20

  Project: Research

• Non- and Semi-Parametric Panel Data Econometrics: Theory and Applications

  Gao, J. (Primary Chief Investigator (PCI)) & Phillips, P. (Partner Investigator (PI))

  ARC - Australian Research Council, Monash University, Yale University

  1/01/15 → 31/12/19

  Project: Research