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Journal: Econometrics, 2020
Volume: 8
Number: 20
Article:
Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models
Authors:
by
Annalisa Cadonna, Sylvia Frühwirth-Schnatter and Peter Knaus
Link:
https://www.mdpi.com/2225-1146/8/2/20
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