@article{combiningshrinkageandsparsityinconjugate,
  title = {Combining Shrinkage and Sparsity in Conjugate Vector Autoregressive Models},
  year = {2020},
  eprint = {2002.08760},
  archivePrefix = {arXiv},
  url = {http://arxiv.org/abs/2002.08760v2},
}