Hierarchical Shrinkage in Time‐Varying Parameter Models

Miguel A.G. Belmonte, Gary Koop and Dimitris Korobilis

Journal of Forecasting, 2014, vol. 33, issue 1, 80-94

Date: 2014
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Citations: View citations in EconPapers (88)

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http://hdl.handle.net/10.1002/for.2276

Related works:
Working Paper: Hierarchical shrinkage in time-varying parameter models (2011)
Working Paper: Hierarchical Shrinkage in Time-Varying Parameter Models (2011)
Working Paper: Hierarchical shrinkage in time-varying parameter models (2011)
Working Paper: Hierarchical Shrinkage in Time-Varying Parameter Models (2011)
Working Paper: Hierarchical Shrinkage in Time-Varying Parameter Models (2011)
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Persistent link: https://EconPapers.repec.org/RePEc:wly:jforec:v:33:y:2014:i:1:p:80-94

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