| Triple the Gamma—A Unifying Shrinkage Prior for Variance and Variable Selection in Sparse State Space and TVP Models A Cadonna, S Frühwirth-Schnatter, P Knaus Econometrics 8 (2), 20, 2020 | 54 | 2020 |
| Shrinkage in the Time-Varying Parameter Model Framework Using the R Package shrinkTVP P Knaus, A Bitto-Nemling, A Cadonna, S Frühwirth-Schnatter Journal of Statistical Software 100, 1-32, 2021 | 24 | 2021 |
| shrinkTVP: Efficient Bayesian Inference for Time-Varying Parameter Models with Shrinkage P Knaus, A Bitto-Nemling, A Cadonna, S Frühwirth-Schnatter R package version 2 (1), 2020 | 7 | 2020 |
| Sparse Bayesian State-Space and Time-Varying Parameter Models FS Sylvia, P Knaus Handbook of Bayesian Variable Selection, 297-326, 2021 | 2* | 2021 |
| The Dynamic Triple Gamma Prior as a Shrinkage Process Prior for Time-Varying Parameter Models P Knaus, S Frühwirth-Schnatter arXiv preprint arXiv:2312.10487, 2023 | | 2023 |
| A Bayesian Survival Model for Time-Varying Coefficients and unobserved Heterogeneity P Knaus, D Winkler, G Jomrich arXiv preprint arXiv:2206.11320v1, 24, 2022 | | 2022 |
Sylvia Frühwirth-SchnatterProfessor of Applied Statistics and Econometrics, WU Vienna University of Economics and BusinessVerified email at wu.ac.at
