# Bayesian compressed vector autoregressions

> Research article (Journal of Econometrics, 2018) · cited 80× · AI/ML

**Wikidata**: [openalex:W3124039655](https://www.wikidata.org/wiki/openalex:W3124039655)  
**Source**: https://4ort.xyz/entity/bayesian-compressed-vector-autoregressions