Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP (Q93174)

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Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
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    DOI
    10.18637/jss.v100.i13
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    volume
    100
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    issue
    13
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    publication date
    2021
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    author
    Peter Knaus
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    Angela Bitto-Nemling
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    Annalisa Cadonna
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