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A Similarity-Based Approach to Time-Varying Coefficient Nonstationary Autoregression

Montreal Econometrics Seminar 2012-2013
joint with the departments of economics of the universities of Montréal, Québec à Montréal, Concordia and McGill and with CIRANO

room 116 (McGill University, 3460 McTavish Street, Peterson Hall)

Organizers : Marine Carrasco & Victoria Zinde-Walsh

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