@article{interpretablevectorautoregressionswith, title = {Interpretable Vector AutoRegressions with Exogenous Time Series}, author = {Ines Wilms and Sumanta Basu and Jacob Bien and David S. Matteson}, year = {2017}, eprint = {1711.03623}, archivePrefix = {arXiv}, url = {http://arxiv.org/abs/1711.03623v1}, }