Miguel Belmonte

affiliation not provided to SSRN

SCHOLARLY PAPERS

1

DOWNLOADS

68

SSRN CITATIONS

6

CROSSREF CITATIONS

2

Scholarly Papers (1)

1.

Hierarchical Shrinkage in Time-Varying Parameter Models

Number of pages: 28 Posted: 29 Jun 2011
Miguel Belmonte, Gary Koop and Dimitris Korobilis
affiliation not provided to SSRN, University of Strathclyde, Glasgow - Strathclyde Business School - Department of Economics and University of Glasgow - Adam Smith Business School
Downloads 68 (342,056)
Citation 9

Abstract:

Loading...

Forecasting, hierarchical prior, time-varying parameters, Bayesian Lasso