Time-varying sparsity in dynamic regression models
Year of publication: |
2014
|
---|---|
Authors: | Kalli, Maria ; Griffin, Jim E. |
Published in: |
Journal of Econometrics. - Elsevier, ISSN 0304-4076. - Vol. 178.2014, 2, p. 779-793
|
Publisher: |
Elsevier |
Subject: | Time-varying regression | Shrinkage priors | Normal-gamma priors | Markov chain Monte Carlo | Equity premium | Inflation |
-
Time-varying sparsity in dynamic regression models
Kalli, Maria, (2014)
-
Gatarek, Lukasz, (2013)
-
Gatarek, Lukasz T., (2014)
- More ...
-
Time-varying sparsity in dynamic regression models
Kalli, Maria, (2014)
-
Time-Varying Sparsity in Dynamic Regression Models
Kalli, Maria, (2013)
-
Flexible Modelling of Dependence in Volatility Processes
Kalli, Maria, (2013)
- More ...