This article considers inference about the variance of coefficients in time-varying parameter models with stationary regressors. The Gaussian maximum likelihood estimator (MLE) has a large point mass ...
The Annals of Applied Statistics, Vol. 11, No. 4 (December 2017), pp. 2027-2051 (25 pages) Linear mixed models (LMMs) are among the most commonly used tools for genetic association studies. However, ...