# Large Bayesian vector autoregressions with stochastic volatility and non-conjugate priors

> Research article (Journal of Econometrics, 2019) · cited 208× · AI/ML

**Wikidata**: [openalex:W2938232807](https://www.wikidata.org/wiki/openalex:W2938232807)  
**Source**: https://4ort.xyz/entity/large-bayesian-vector-autoregressions-with-stochastic-volatility-and-non-conjugate-priors
