Dynamic shrinkage priors for large time-varying parameter regressions using scalable Markov Chain Monte Carlo Methods

Niko Hauzenberger, Florian Huber, and Gary Koop

Year of publication:	[2023]
Authors:	Hauzenberger, Niko ; Huber, Florian ; Koop, Gary
Publisher:	Glasgow : Department of Economics, University of Strathclyde
Subject:	Time-varying parameter regression \| dynamic shrinkage prior \| global-local shrinkage prior \| Bayesian variable selection \| scalable Markov Chain Monte Carlo \| Markov-Kette \| Markov chain \| Monte-Carlo-Simulation \| Monte Carlo simulation \| Bayes-Statistik \| Bayesian inference \| Schätztheorie \| Estimation theory \| Schätzung \| Estimation \| Regressionsanalyse \| Regression analysis

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