List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| shrinkTVP | 2024-02-18 | Software |
| The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models (available as arXiv preprint) | 2023-12-16 | Paper |
| shrinkDSM | 2022-11-15 | Software |
| Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP Journal of Statistical Software | 2021-01-01 | Paper |
| Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models Econometrics | 2020-05-20 | Paper |
Research outcomes over time
This page was built for person: Peter Knaus
