Achieving shrinkage in a time-varying parameter model framework

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Publication:89526

DOI10.1016/j.jeconom.2018.11.006zbMath1452.62216arXiv1611.01310OpenAlexW2962886695WikidataQ128960330 ScholiaQ128960330MaRDI QIDQ89526

Sylvia Frühwirth-Schnatter, Angela Bitto, Angela Bitto, Sylvia Frühwirth-Schnatter

Publication date: May 2019

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

Full work available at URL: https://arxiv.org/abs/1611.01310




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