Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP

@misc{bitto-nemlingTue Jul 16 2019 15:24:42 GMT+0000 (Coordinated Universal Time)shrinkagetimevaryingparameter,
      title={Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP},
      author={Angela Bitto-Nemling and Annalisa Cadonna and Sylvia Frühwirth-Schnatter and Peter Knaus},
      year={Tue Jul 16 2019 15:24:42 GMT+0000 (Coordinated Universal Time)},
      eprint={1907.07065},
      archivePrefix={arXiv},
      primaryClass={econ.EM},
      url={https://arxiv.org/abs/1907.07065},
}