Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP
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Publication:93174
DOI10.18637/JSS.V100.I13MaRDI QIDQ93174FDOQ93174
Authors: Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna, Sylvia Frühwirth-Schnatter 
Publication date: 2021
Published in: Journal of Statistical Software (Search for Journal in Brave)
Cited In (1)
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