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A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior - MaRDI portal

A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior (Q6150368)

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scientific article; zbMATH DE number 7813849
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English
A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior
scientific article; zbMATH DE number 7813849

    Statements

    A Dynamic Binary Probit Model with Time-Varying Parameters and Shrinkage Prior (English)
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    6 March 2024
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    Bayesian shrinkage
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    horseshoe
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    probit
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    TVP
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    Identifiers