Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models

DOI10.1080/07350015.2021.1990772zbMath1547.6275MaRDI QIDQ6621002

Niko Hauzenberger, Florian Huber, Luca Onorante, Gary Koop

Publication date: 17 October 2024

Published in: Journal of Business and Economic Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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