Time-varying sparsity in dynamic regression models (Q2512529): Difference between revisions

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+W2034370155
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+On adaptive Markov chain Monte Carlo algorithms
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+Limit theorems for some adaptive MCMC algorithms with subgeometric kernels
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+Hierarchical Shrinkage in Time‐Varying Parameter Models
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+G-7 INFLATION FORECASTS: RANDOM WALK, PHILLIPS CURVE OR WHAT ELSE?
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+On Gibbs sampling for state space models
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+The horseshoe estimator for sparse signals
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+DATA AUGMENTATION AND DYNAMIC LINEAR MODELS
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+Stochastic model specification search for Gaussian and partial non-Gaussian state space models
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+Efficient Bayesian Inference for Dynamic Mixture Models
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+Making and Evaluating Point Forecasts
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+Inference with normal-gamma prior distributions in regression problems
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+An adaptive Metropolis algorithm
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+FORECASTING INFLATION USING DYNAMIC MODEL AVERAGING*
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+A general framework for the parametrization of hierarchical models
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+Constructing First Order Stationary Autoregressive Models via Latent Processes
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+Constructing Stationary Time Series Models Using Auxiliary Variables With Applications
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+Time Varying Structural Vector Autoregressions and Monetary Policy
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+Coupling and Ergodicity of Adaptive Markov Chain Monte Carlo Algorithms
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