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Triple the Gamma – Achieving Shrinkage and Variable Selection in TVP Models

Montreal Econometrics Seminar 2020-2021
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

Organizers : Marine Carrasco (U. of Montreal) and Saraswata Chaudhuri (McGill U.)

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