APA Citation

Korobilis, D., & Pettenuzzo, D. (2019). Adaptive hierarchical priors for high-dimensional vector autoregressions. Journal of econometrics, 212(1), pp. 241-271. doi:10.1016/j.jeconom.2019.04.029

Chicago Citation

Korobilis, Dimitris, and Davide Pettenuzzo. "Adaptive Hierarchical Priors for High-dimensional Vector Autoregressions." Journal of Econometrics 212, no. 1 (2019): 241-271.

MLA Citation

Korobilis, Dimitris, and Davide Pettenuzzo. "Adaptive Hierarchical Priors for High-dimensional Vector Autoregressions." Journal of Econometrics 212.1 (2019): 241-271.

Warning: These citations may not always be 100% accurate.