Starjournal Quotation Bitto-Nemling, Angela, Frühwirth-Schnatter, Sylvia. 2019. Achieving shrinkage in a time-varying parameter model framework. Journal of Econometrics. 210 (1), 75-97.


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Journal article
Journal Journal of Econometrics
Citation Index SSCI
WU Journalrating 2009 A+
Starjournal Y
Language English
Title Achieving shrinkage in a time-varying parameter model framework
Volume 210
Number 1
Year 2019
Page from 75
Page to 97
Reviewed? Y
DOI http://dx.doi.org/10.1016/j.jeconom.2018.11.006
Open Access N

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People
Bitto-Nemling, Angela (Former researcher)
Frühwirth-Schnatter, Sylvia (Details)
Organization
Institute for Statistics and Mathematics IN (Details)
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