Hierarchical Shrinkage in Time-Varying Parameter Models
Year of publication: |
2011-07
|
---|---|
Authors: | Belmonte, Miguel A. G. ; Koop, Gary ; Korobilis, Dimitris |
Institutions: | Rimini Centre for Economic Analysis (RCEA) |
Subject: | hierarchical prior | time-varying parameters | Bayesian Lasso |
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