Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP

Peter Knaus, Angela Bitto-Nemling, Annalisa Cadonna, Sylvia Frühwirth-Schnatter

Publication: Contribution to conferenceConference poster

Original languageEnglish
Publication statusPublished - 2020

Austrian Classification of Fields of Science and Technology (ÖFOS)

  • 101018 Statistics
  • 102022 Software development
  • 502025 Econometrics

Cite this