Model Selection in Equations with Many ‘Small’ Effects
Jennifer Castle,
Jurgen Doornik and
David Hendry
Oxford Bulletin of Economics and Statistics, 2013, vol. 75, issue 1, 6-22
Date: 2013
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Working Paper: Model Selection in Equations with Many 'Small' Effects (2012) 
Working Paper: Model Selection in Equations with Many 'Small' Effects (2011) 
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