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CRiSM Seminar - Prof Howell Tong

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Location: A1.01

Prof Howell Tong, LSE & Hong Kong University

Time Reversibility of Multivariate Linear Time Series

In the time series literature, time reversibility is often assumed either explicitly (if honest) or implicitly (if less so).  In reality, time reversibility is the exception rather than the rule.  The situation with multivariate time series is much more exotic as this seminar will explore.

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