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A Bayesian Approach to Modelling Graphical Vector Autoregressions

Journal of Time Series Analysis, 27(1): 141--156, 2006.
Authors: Jukka Corander and Mattias Villani
URL: http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2005.00460.x
Tags: imported
| URL | BibTeX  
@article{Corander2006,
title = {A Bayesian Approach to Modelling Graphical Vector Autoregressions},
author = {Jukka Corander and Mattias Villani},
day = {01},
journal = {Journal of Time Series Analysis},
month = {Jan},
note = {doi: 10.1111/j.1467-9892.2005.00460.x},
number = {1},
pages = {141--156},
url = {http://www.blackwell-synergy.com/doi/abs/10.1111/j.1467-9892.2005.00460.x},
volume = {27},
year = {2006},
keywords = {imported }
}