Kim Y, Baek C (2023). bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling. doi:10.32614/CRAN.package.bvhar, R package version 2.1.0, https://cran.r-project.org/package=bvhar.
Kim Y, Baek C (2024). “Bayesian Vector Heterogeneous Autoregressive Modeling.” Journal of Statistical Computation and Simulation, 94(6), 1139–1157. doi:10.1080/00949655.2023.2281644.
Corresponding BibTeX entries:
@Manual{, title = {{bvhar}: Bayesian Vector Heterogeneous Autoregressive Modeling}, author = {Young Geun Kim and Changryong Baek}, year = {2023}, doi = {10.32614/CRAN.package.bvhar}, note = {R package version 2.1.0}, url = {https://cran.r-project.org/package=bvhar}, }
@Article{, title = {Bayesian Vector Heterogeneous Autoregressive Modeling}, author = {Young Geun Kim and Changryong Baek}, journal = {Journal of Statistical Computation and Simulation}, year = {2024}, volume = {94}, number = {6}, pages = {1139--1157}, doi = {10.1080/00949655.2023.2281644}, }