Hierarchical Shrinkage in Time‐Varying Parameter Models
| Year of publication: |
2014
|
|---|---|
| Authors: | Belmonte, Miguel A.G. ; Koop, Gary ; Korobilis, Dimitris |
| Published in: |
Journal of Forecasting. - John Wiley & Sons, Ltd.. - Vol. 33.2014, 1, p. 80-94
|
| Publisher: |
John Wiley & Sons, Ltd. |