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Locally time-varying parameter regression
He, Zhongfang - In: Econometric reviews 43 (2024) 5, pp. 269-300
Persistent link: https://www.econbiz.de/10014551522
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Time-dependent shrinkage of time-varying parameter regression models
He, Zhongfang - In: Econometric reviews 43 (2024) 1, pp. 1-29
Persistent link: https://www.econbiz.de/10014486369
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A dynamic binary probit model with time-varying parameters and shrinkage prior
He, Zhongfang - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 1, pp. 335-346
Persistent link: https://www.econbiz.de/10014449935