Time-varying sparsity in dynamic regression models
Maria Kalli; Jim E. Griffin
| Year of publication: |
2014
|
|---|---|
| Authors: | Kalli, Maria ; Griffin, Jim E. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 178.2014, 2, p. 779-793
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| Subject: | Time-varying regression | Shrinkage priors | Normal-gamma priors | Markov chain Monte Carlo | Equity premium | Inflation | Regressionsanalyse | Regression analysis | Theorie | Theory | Markov-Kette | Markov chain | Monte-Carlo-Simulation | Monte Carlo simulation | Schätzung | Estimation | Risikoprämie | Risk premium | Kapitaleinkommen | Capital income | Prognoseverfahren | Forecasting model | Bayes-Statistik | Bayesian inference |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010257660