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Lasso

EABCN PDF

Bayesian Doubly Adaptive Elastic-Net Lasso for VAR Shrinkage

  • Dr. Deborah Gefang

01 January 2012

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The Euro Area Business Cycle Network provides a forum for the better understanding of the Euro area business cycle, linking academic researchers and researchers in central banks and other policy institutions involved in the empirical analysis of the Euro area business cycle.

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