DYNAMICLINEAR Procedure

Carvalho, C. M., and West, M. (2007). “Dynamic Matrix-Variate Graphical Models.” Bayesian Analysis 2:69–97.

Gruber, L. F., and West, M. (2016). “GPU-Accelerated Bayesian Learning and Forecasting in Simultaneous Graphical Dynamic Linear Models.” Bayesian Analysis 11:125–149.

Gruber, L. F., and West, M. (2017). “Bayesian Online Variable Selection and Scalable Multivariate Volatility Forecasting in Simultaneous Graphical Dynamic Linear Models.” Econometrics and Statistics 3:3–22.

Petris, G., Petrone, S., and Campagnoli, P. (2009). Dynamic Linear Models with R. New York: Springer-Verlag.