Kim Y, Baek C (2023). bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling. R package version 2.0.1, https://cran.r-project.org/package=bvhar.
Kim Y, Baek C (2023). “Bayesian Vector Heterogeneous Autoregressive Modeling.” Journal of Statistical Computation and Simulation. 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}, note = {R package version 2.0.1}, 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 = {2023}, doi = {10.1080/00949655.2023.2281644}, }