Pages that link to "Item:Q89526"

The following pages link to Achieving shrinkage in a time-varying parameter model framework (Q89526):

Displaying 22 items.

• shrinkTVP (Q41501) (← links)
• shrinkDSM (Q89538) (← links)
• Sparse Bayesian time-varying covariance estimation in many dimensions (Q117775) (← links)
• Editorial introduction on complexity and big data in economics and finance: recent developments from a Bayesian perspective (Q1740337) (← links)
• Bayesian effect selection in structured additive distributional regression models (Q2057331) (← links)
• Dynamic variable selection with spike-and-slab process priors (Q2057381) (← links)
• Shared Bayesian variable shrinkage in multinomial logistic regression (Q2084055) (← links)
• The condemned live longer -- new evidence of the New Keynesian Phillips curve in central and Eastern Europe (Q2121094) (← links)
• Parsimony inducing priors for large scale state-space models (Q2155306) (← links)
• Relevant parameter changes in structural break models (Q2190210) (← links)
• Large-scale minimum variance portfolio allocation using double regularization (Q2191518) (← links)
• A unified view on Bayesian varying coefficient models (Q2283580) (← links)
• Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership (Q2303060) (← links)
• Reply to discussion of ``Bayesian forecasting of multivariate time series: scalability, structure uncertainty and decisions'' (Q2304236) (← links)
• On the empirical estimator of the boundary in inverse first-exit problems (Q2667001) (← links)
• Semiparametric finite mixture of regression models with Bayesian P-splines (Q6050760) (← links)
• Horseshoe Regularisation for Machine Learning in Complex and Deep Models¹ (Q6064351) (← links)
• BAYESIAN DYNAMIC VARIABLE SELECTION IN HIGH DIMENSIONS (Q6088682) (← links)
• Specification tests for time-varying coefficient models (Q6108274) (← links)
• Efficient data augmentation techniques for some classes of state space models (Q6111471) (← links)
• Modeling realized covariance measures with heterogeneous liquidity: a generalized matrix-variate Wishart state-space model (Q6163267) (← links)
• Locally adaptive Bayesian isotonic regression using half shrinkage priors (Q6196796) (← links)