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

DOI10.18637/JSS.V100.I13MaRDI QIDQ93174

Annalisa Cadonna, Peter Knaus, Angela Bitto-Nemling, Sylvia Frühwirth-Schnatter

Publication date: 2021

Published in: Journal of Statistical Software (Search for Journal in Brave)

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shrinkTVP

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