
He, Y., Jaidee, S. and Gao, J. (2022). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, :.
Yi He is an assistant professor at Amsterdam School of Economics, University of Amsterdam. He received his PhD from Tilburg University and worked at Monash University before joining UvA. His research focuses on high-dimensional econometrics, financial econometrics, extreme value analysis and machine learning. His works have been published on JRSS-b, JBES and AoS.
He, Y., Jaidee, S. and Gao, J. (2022). Most powerful test against a sequence of high dimensional local alternatives Journal of Econometrics, :.