Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP

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)

• shrinkTVP

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