@data{jae.2022327.0716190930, author = {Hauzenberger, Niko and Huber, Florian and Onorante, Luca}, publisher = {ZBW - Leibniz Informationszentrum Wirtschaft}, title = {combining-shrinkage-and-sparsity-in-conjugate-vector-autoregressive-models}, year = {2021}, version = {1}, url = {https://journaldata.zbw.eu/dataset/combining-shrinkage-and-sparsity-in-conjugate-vector-autoregressive-models}, doi = "10.15456/jae.2022327.0716190930" }