Inducing Sparsity and Shrinkage in Time-Varying Parameter Models
Gary Koop (University of Strathclyde, United Kingdom)
- Seminars Econometric Institute
Gary Koop (University of Strathclyde, United Kingdom)
Laura Liu (Indiana University Bloomington, United States)
Stefan van Aelst (KU Leuven, Belgium)
Dennis Kristensen (University College London, United Kingdom)
Ioulia Ossokina (Eindhoven University of Technology)
Dumitrescu Elena Ivona (Université Paris Nanterre, France)
James Hamilton (University of California San Diego, United States)
Amos Golan (American University, United States)
Andreas Dzemski (Gothenburg University, Denmark)
Remy Spliet (Erasmus University Rotterdam)
Chris Muris (Bristol University, United Kingdom)
Helmut Lütkepohl (Deutsches Institut für Wirtschaftsforschung)
Gregor Kastner (Vienna University of Economics and Business, Austria)
Gurdip Bakshi (Temple University, United States)
Thorston Hothorn (University of Zurich)
Alex Horenstein (University of Miami, United States)
Robin Lumsdaine (Erasmus University Rotterdam)
Paul Embrechts (ETH Zürich, Switzerland)
Ivan Fernandez-Val (Boston University, United States)
Ostap Okhrin (TU Dresden, Germany)