Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models

DOI10.3390/ECONOMETRICS8020020MaRDI QIDQ89537FDO

Authors Sylvia Frühwirth-Schnatter, Annalisa Cadonna, Peter Knaus

Publication date 20 May 2020

Published in Econometrics (Search for Journal in Brave)

Cited in

(2)

• shrinkTVP
• shrinkDSM

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