Hierarchical Shrinkage in Time‐Varying Parameter Models

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Publication:4687492

DOI10.1002/for.2276zbMath1397.62090OpenAlexW2106954805MaRDI QIDQ4687492

Gary Koop, Miguel A. G. Belmonte, Dimitris Korobilis

Publication date: 12 October 2018

Published in: Journal of Forecasting (Search for Journal in Brave)

Full work available at URL: http://eprints.gla.ac.uk/80412/1/80412.pdf




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