# Efficient selection of hyperparameters in large Bayesian VARs using automatic differentiation

> Research article (Journal of Forecasting, 2020) · cited 11× · AI/ML

**Wikidata**: [openalex:W3006960629](https://www.wikidata.org/wiki/openalex:W3006960629)  
**Source**: https://4ort.xyz/entity/efficient-selection-of-hyperparameters-in-large-bayesian-vars-using-automatic-differentiation