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Variable Selection and Forecasting in High Dimensional Linear Regressions with Parameter Instability

Montreal Econometrics Seminar 2022-2023
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.)

* Virtual Seminar. Please contact an organizer for Zoom login information.

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