Locally time-varying parameter regression
Year of publication: |
2024
|
---|---|
Authors: | He, Zhongfang |
Subject: | Bayesian shrinkage | economic time series | MCMC | TVP | Zeitreihenanalyse | Time series analysis | Bayes-Statistik | Bayesian inference | Schätztheorie | Estimation theory | Regressionsanalyse | Regression analysis | Monte-Carlo-Simulation | Monte Carlo simulation | Markov-Kette | Markov chain |
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