"Shrinkage in the Time-Varying Parameter Model Framework Using the R ..."

Peter Knaus et al. (2021)

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DOI: 10.18637/JSS.V100.I13

access: open

type: Journal Article

metadata version: 2023-09-30

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Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna, Sylvia Frühwirth-Schnatter:
Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP. J. Stat. Softw. 100(13) (2021)

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