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type_genre:"Non-commercial literature"
type_genre:"Working Paper"
~isPartOf:"Journal of econometrics"
~person:"Callaway, Brantly"
~person:"Frühwirth-Schnatter, Sylvia"
~person:"Pesaran, M. Hashem"
~subject:"Forecasting model"
~type_genre:"Amtsdruckschrift"
~type_genre:"Article in journal"
~type_genre:"Bibliography included"
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Achieving shrinkage in a time-varying parameter model framework
Bitto, Angela
;
Frühwirth-Schnatter, Sylvia
- In:
Journal of econometrics
210
(
2019
)
1
,
pp. 75-97
Persistent link: https://www.econbiz.de/10012303379
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Cross-sectional aggregation of non-linear models
VanGarderen, Kees Jan
;
Lee, Kevin C.
;
Pesaran, M. Hashem
- In:
Journal of econometrics
95
(
2000
)
2
,
pp. 285-331
Persistent link: https://www.econbiz.de/10001435991
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