2006.14179 [econ.EM] • Integrable Probability FRG

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2006.14179 [econ.EM]

Thursday, June 25, 2020

publication NSF_FRG

Anna Bykhovskaya, Vadim Gorin, “Cointegration in large VARs” (arXiv)

Supported by the NSF grants 1664531, 1664617, 1664619, 1664650.
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