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To cite shrinkTVP in publications use:
Knaus P, Bitto-Nemling A, Cadonna A, Frühwirth-Schnatter S (2021). “Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP.” Journal of Statistical Software, 100(13), 1–32. doi:10.18637/jss.v100.i13.
Corresponding BibTeX entry:
@Article{,
title = {Shrinkage in the Time-Varying Parameter Model Framework
Using the {R} Package {shrinkTVP}},
author = {Peter Knaus and Angela Bitto-Nemling and Annalisa Cadonna
and Sylvia Fr\"uhwirth-Schnatter},
journal = {Journal of Statistical Software},
year = {2021},
volume = {100},
number = {13},
pages = {1--32},
doi = {10.18637/jss.v100.i13},
}
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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