Hierarchical shrinkage in time-varying parameter models

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Bibliographic details
Main Author: Belmonte, Miguel
Koop, Gary
Korobilis, Dimitris
Format: Paper
Language: English
Place of publication: Glasgow Univ. of Strathclyde, Dep. of Economics 2011
Data of publication: 2011
Series: Strathclyde discussion papers in economics
Online Access: available in Bonn?
Database: ECONIS
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