Thank you very much for your help all

Would you tell me
why 'the' can't come in front of last Thursday
in the following sentence?
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Thanksgiving day, last Thursday in November, is celebrated ~
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When last means "previous", last usually don't go with 'the.'
- last summer, last Sunday.
In the above sentence, however, last has the meaning of
"the final." Then why is it that 'the' is omitted?