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

16 July 2019

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

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Title
A Bayesian Survival Model for Time-Varying Coefficients and Unobserved Heterogeneity Peter Knaus Daniel T. Winkler G. Jomrich 147 1 0 22 Jun 2022
Fast and Flexible Bayesian Inference in Time-varying Parameter Regression Models Niko Hauzenberger Florian Huber Gary Koop Luca Onorante AI4TS 91 37 0 23 Oct 2019