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07/25/2022
Sparse Bayesian State-Space and Time-Varying Parameter Models
In this chapter, we review variance selection for time-varying parameter...
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06/22/2022
A Bayesian Survival Model for Time-Varying Coefficients and Unobserved Heterogeneity
Dynamic survival models are a flexible tool for overcoming limitations o...
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12/06/2019
Triple the gamma – A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models
Time-varying parameter (TVP) models are very flexible in capturing gradu...
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07/16/2019
