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hierarchical modeling
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Feldkircher, Martin
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Sophisticated and small versus simple and sizeable : when does it pay off to introduce drifting coefficients
Feldkircher, Martin
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Huber, Florian
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Kastner, Gregor
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2018
Persistent link: https://www.econbiz.de/10011799559
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Adaptive shrinkage in Bayesian vector autoregressive models
Feldkircher, Martin
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Huber, Florian
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2016
Persistent link: https://www.econbiz.de/10011498196
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