Achieving shrinkage in a time-varying parameter model...

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Journal of Econometrics 2018 / 11

Achieving shrinkage in a time-varying parameter model framework

Bitto, Angela, Frühwirth-Schnatter, Sylvia
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Language:
english
Journal:
Journal of Econometrics
DOI:
10.1016/j.jeconom.2018.11.006
Date:
November, 2018
File:
PDF, 1.40 MB
english, 2018
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