Fast and flexible Bayesian inference in time-varying parameter regression models
Year of publication: |
2022
|
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Authors: | Hauzenberger, Niko ; Huber, Florian ; Koop, Gary ; Onorante, Luca |
Published in: |
Journal of business & economic statistics : JBES ; a publication of the American Statistical Association. - Abingdon : Taylor & Francis, ISSN 1537-2707, ZDB-ID 2043744-4. - Vol. 40.2022, 4, p. 1904-1918
|
Subject: | Clustering | Hierarchical priors | Singular value decomposition | Time-varying parameter regression |
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