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
Microeconomic theory (price theory and economic markets) (91B24) Statistical ranking and selection procedures (62F07)
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