# Sparse Graphical Vector Autoregression: A Bayesian Approach

> Research article (Annals of Economics and Statistics, 2016) · cited 51× · AI/ML

**Wikidata**: [openalex:W3123507112](https://www.wikidata.org/wiki/openalex:W3123507112)  
**Source**: https://4ort.xyz/entity/sparse-graphical-vector-autoregression-a-bayesian-approach
