Cover Image

The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models

Fuente: arXiv

Saved in:

Bibliographic Details
Main Authors:	Knaus, Peter, Frühwirth-Schnatter, Sylvia
Format:	Preprint
Published:	2023
Subjects:	Econometrics Methodology
Online Access:	Acceder al recurso
Tags:	Add Tag No Tags, Be the first to tag this record!

Similar Items

Cover It Up! Bipartite Graphs Uncover Identifiability in Sparse Factor Analysis
by: Hosszejni, Darjus, et al.
Published: (2022)

Going With the Flow: Normalizing Flows for Gaussian Process Regression under Hierarchical Shrinkage Priors
by: Knaus, Peter
Published: (2025)

Optimal Shrinkage Estimation of Fixed Effects in Linear Panel Data Models
by: Kwon, Soonwoo
Published: (2023)

Prior-Free Sample Size Design for Test-and-Roll Experiments
by: Kawato, Kentaro, et al.
Published: (2026)

Estimation of Grouped Time-Varying Network Vector Autoregression Models
by: Li, Degui, et al.
Published: (2023)

Bayesian Shrinkage in High-Dimensional VAR Models: A Comparative Study
by: Katz, Harrison, et al.
Published: (2025)

Doubly Robust Estimation of Treatment Effects in Staggered Difference-in-Differences with Time-Varying Covariates
by: Deng, Yuhao, et al.
Published: (2026)

Semiparametric Triple Difference Estimators
by: Akbari, Sina, et al.
Published: (2025)

Learning Time-Varying Correlation Networks with FDR Control via Time-Varying P-values
by: Li, Bufan, et al.
Published: (2025)

Shrinkage-Based Regressions with Many Related Treatments
by: Dilber, Enes, et al.
Published: (2025)

Dynamic Matrix Factor Models for High Dimensional Time Series
by: Yu, Ruofan, et al.
Published: (2024)

Reinforcing RCTs with Multiple Priors while Learning about External Validity
by: Finan, Frederico, et al.
Published: (2021)

Inflation Target at Risk: A Time-varying Parameter Distributional Regression
by: Wang, Yunyun, et al.
Published: (2024)

Principled Identification of Structural Dynamic Models
by: Francis, Neville, et al.
Published: (2025)

Non-linear Triple Changes Estimator for Targeted Policies
by: Akbari, Sina, et al.
Published: (2024)

Joint Quantile Shrinkage: A State-Space Approach toward Non-Crossing Bayesian Quantile Models
by: Kohns, David, et al.
Published: (2025)

Partial Identification of Individual-Level Parameters Using Aggregate Data in a Nonparametric Model
by: Moon, Sarah
Published: (2024)

Sequential Kernel Embedding for Mediated and Time-Varying Dose Response Curves
by: Singh, Rahul, et al.
Published: (2021)

Without Pain -- Clustering Categorical Data Using a Bayesian Mixture of Finite Mixtures of Latent Class Analysis Models
by: Malsiner-Walli, Gertraud, et al.
Published: (2024)

Parameters on the boundary in predictive regression
by: Cavaliere, Giuseppe, et al.
Published: (2024)

An Axiomatic Approach to Comparing Sensitivity Parameters
by: Diegert, Paul, et al.
Published: (2025)

Unified Inference on Moment Restrictions with Nuisance Parameters
by: Li, Xingyu, et al.
Published: (2022)

The Cascade Identity: 2SLS as a Policy Parameter in Capacity-Constrained Settings
by: Bengtsson, Niklas, et al.
Published: (2026)

Generalized Poisson Dynamic Network Models
by: Carallo, Giulia, et al.
Published: (2026)

Transmission Channel Analysis in Dynamic Models
by: Wegner, Enrico, et al.
Published: (2024)

CP Factor Model for Dynamic Tensors
by: Han, Yuefeng, et al.
Published: (2021)

Change-Point Testing for Risk Measures in Time Series
by: Fan, Lin, et al.
Published: (2018)

Approximate Factor Models for Functional Time Series
by: Otto, Sven, et al.
Published: (2022)

Large-Scale Curve Time Series with Common Stochastic Trends
by: Li, Degui, et al.
Published: (2025)

A Neyman-Orthogonalization Approach to the Incidental Parameter Problem
by: Bonhomme, Stéphane, et al.
Published: (2024)

A Dynamic Stochastic Block Model for Multidimensional Networks
by: López, Ovielt Baltodano, et al.
Published: (2022)

Identification of Dynamic Panel Logit Models with Fixed Effects
by: Dobronyi, Christopher, et al.
Published: (2021)

Fitting Dynamically Misspecified Models: An Optimal Transportation Approach
by: Forneron, Jean-Jacques, et al.
Published: (2024)

A Distributed Lag Approach to the Generalised Dynamic Factor Model
by: Gersing, Philipp
Published: (2024)

Exact Likelihood Inference and Robust Filtering for Gauss-Cauchy Convolution Models
by: Hansen, Peter Reinhard, et al.
Published: (2026)

Generalized mixtures of finite mixtures and telescoping sampling
by: Frühwirth-Schnatter, Sylvia, et al.
Published: (2020)

Testing Inequalities Linear in Nuisance Parameters
by: Cox, Gregory Fletcher, et al.
Published: (2025)

Triple/Debiased Lasso for Statistical Inference of Conditional Average Treatment Effects
by: Kato, Masahiro
Published: (2024)

CliPS -- How to identify cluster distributions in Bayesian mixture models
by: Malsiner-Walli, Gertraud, et al.
Published: (2026)

Dynamic causal inference with time series data
by: Schaffe-Odeleye, Tanique, et al.
Published: (2026)