Quotation Frühwirth-Schnatter, Sylvia. 2020. Triple the gamma - A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models. 2nd Workshop of the Italian Econometric Society, Ca' Foscari, Venezia, Italien, 23.01.-24.01. Invited Talk


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Publication's profile

Status of publication Published
Affiliation WU
Type of publication Paper presented at an academic conference or symposium
Language English
Title Triple the gamma - A unifying shrinkage prior for variance and variable selection in sparse state space and TVP models
Event 2nd Workshop of the Italian Econometric Society, Ca' Foscari
Year 2020
Date 23.01.-24.01.
Country Italy
Location Venezia
URL https://www.side-iea.it/events/conferences/2nd-italian-workshop-econometrics-and-empirical-economics-time-series-models
Invited Talk Y

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Frühwirth-Schnatter, Sylvia (Details)
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Institute for Statistics and Mathematics IN (Details)
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