Fast and flexible Bayesian inference in time-varying parameter regression models
Niko Hauzenberger, Florian Huber, Gary Koop, and Luca Onorante
| Year of publication: |
2022
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|---|---|
| Authors: | Hauzenberger, Niko ; Huber, Florian ; Koop, Gary ; Onorante, Luca |
| Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1904-1918
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| Subject: | Clustering | Hierarchical priors | Singular value decomposition | Time-varying parameter regression | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/07350015.2021.1990772 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013540579