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Authors

  • Young Geun Kim. Author, maintainer, copyright holder.

  • Changryong Baek. Contributor.

Citation

Source: inst/CITATION

Kim Y, Baek C (2023). bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling. doi:10.32614/CRAN.package.bvhar, R package version 2.1.2, https://cran.r-project.org/package=bvhar.

@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 2.1.2},
  url = {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.

@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},
}