Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models
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Publication:89537
DOI10.3390/ECONOMETRICS8020020MaRDI QIDQ89537FDOQ89537
Sylvia Frühwirth-Schnatter, Peter Knaus, Annalisa Cadonna
Publication date: 20 May 2020
Published in: Econometrics (Search for Journal in Brave)
Cited In (2)
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