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

16 July 2019

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

1 / 1 papers shown

Title
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 36 35 0 23 Oct 2019