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},
  }