Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
type: Item
instance of: scholarly article
title: Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov chain Monte Carlo methods
author: Niko Hauzenberger
author: Florian Huber
author: Gary Koop
publication date: 2024-11-28T00:00:00Z
Mathematics Subject Classification ID: 62-XX
Mathematics Subject Classification ID: 91-XX
zbMATH DE Number: 7950944
zbMATH Keywords: time-varying parameter regression
zbMATH Keywords: dynamic shrinkage prior
zbMATH Keywords: global-local shrinkage prior
zbMATH Keywords: Bayesian variable selection
zbMATH Keywords: scalable Markov chain Monte Carlo
MaRDI profile type: MaRDI publication profile
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published in: Studies in Nonlinear Dynamics & Econometrics
DOI: 10.1515/SNDE-2022-0077
description: scientific article; zbMATH DE number 7950944