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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},
  }

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