Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage. Efficient Markov chain Monte Carlo (MCMC) algorithms for fully Bayesian estimation of time-varying parameter models with shrinkage priors, both dynamic and static. Details on the algorithms used are provided in Bitto and Frühwirth-Schnatter (2019) <doi:10.1016/j.jeconom.2018.11.006> and Cadonna et a
[email protected] is safe to use (health: 45/100)
Get this data programmatically — free, no authentication.
curl https://depscope.dev/api/check/cran/shrinkTVPFirst published · 2026-01-08 09:00:52
Last updated · 2026-01-08T07:40:26+00:00