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Combining shrinkage and sparsity in conjugate vector autoregressive models
Hauzenberger, Niko; Huber, Florian; Onorante, Luca - In: Journal of Applied Econometrics 36 (2021) 3, pp. 304-327
Persistent link: https://www.econbiz.de/10012407246
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SPATIAL FILTERING, MODEL UNCERTAINTY AND THE SPEED OF INCOME CONVERGENCE IN EUROPE
Cuaresma, Jesús Crespo; Feldkircher, Martin - In: Journal of Applied Econometrics 28 (2013) 4, pp. 720-741
Persistent link: https://www.econbiz.de/10011006435