APA Citation

Koop, G., Korobilis, D., & Pettenuzzo, D. (2019). Bayesian compressed vector autoregressions. Journal of econometrics, 210(1), pp. 135-154. doi:10.1016/j.jeconom.2018.11.009

Chicago Citation

Koop, Gary, Dimitris Korobilis, and Davide Pettenuzzo. "Bayesian Compressed Vector Autoregressions." Journal of Econometrics 210, no. 1 (2019): 135-154.

MLA Citation

Koop, Gary, Dimitris Korobilis, and Davide Pettenuzzo. "Bayesian Compressed Vector Autoregressions." Journal of Econometrics 210.1 (2019): 135-154.

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