Bayesian model averaging for VAR models: gretl-based implementation

@article{marcin2026,
  title        = {{Bayesian model averaging for VAR models: gretl-based implementation}},
  author       = {Marcin Błażejowski et al.},
  journal      = {Computational Statistics},
  year         = {2026},
  doi          = {https://doi.org/https://doi.org/10.1007/s00180-026-01716-8},
}

TY  - JOUR
TI  - Bayesian model averaging for VAR models: gretl-based implementation
AU  - al., Marcin Błażejowski et
JO  - Computational Statistics
PY  - 2026
ER  -

Marcin Błażejowski et al. (2026). Bayesian model averaging for VAR models: gretl-based implementation. *Computational Statistics*. https://doi.org/https://doi.org/10.1007/s00180-026-01716-8

Marcin Błażejowski et al.. "Bayesian model averaging for VAR models: gretl-based implementation." *Computational Statistics* (2026). https://doi.org/https://doi.org/10.1007/s00180-026-01716-8.

Bayesian model averaging for VAR models: gretl-based implementation
Marcin Błażejowski et al. · Computational Statistics · 2026
https://doi.org/https://doi.org/10.1007/s00180-026-01716-8