Linear Regression in Time Series: Sources of Spurious RegressionAI will automate much of our work due to enhanced accessibility of research materials, impacting modeling and analysis.
Theory Coherent Shrinkage of Time Varying Parameters in VARs: Conclusion and References | HackerNoonThe paper presents a novel shrinkage prior for TVP-VAR models that integrates economic theory to improve forecasting accuracy and reduce overfitting.