@article{JMLR:v25:22-0717,
  author  = {Suprateek Kundu and Joshua Lukemire},
  title   = {Flexible Bayesian Product Mixture Models for Vector Autoregressions},
  journal = {Journal of Machine Learning Research},
  year    = {2024},
  volume  = {25},
  number  = {146},
  pages   = {1--52},
  url     = {http://jmlr.org/papers/v25/22-0717.html}
}