Results for time-varying parameters

Publications & Outputs

1. Hierarchical shrinkage in time-varying parameter models

   Gonzalez Belmonte, M. A., Koop, G. & Korobilis, D., 01/2014, In: Journal of Forecasting. 33, 1, p. 80–94 15 p.

   Research output: Contribution to Journal/Magazine › Journal article › peer-review