VARshrink 0.5: Shrinkage Estimation Methods for Vector Autoregressive Models (A Brief Version)

Authored by:Namgil Lee and Sung-Ho Kim* inVARshrink 0.5.0.
Source:article_html_varshrink.Rmd, Vignette:article_html_varshrink.html. Last updated:2026-06-17.