There are many śāstras, many Vedic literature, many explanation. But here Kṛṣṇa gives special reference to the Brahma-sūtra, Vedānta-sūtra. Jñāna-vairāgya-yuktayā (SB 1.2.12) means one has to learn very nicely Vedānta-sūtra. And the explanation of Vedānta-sūtra, natural comment on Vedānta-sūtra, is Śrīmad-Bhāgavatam. Bhāṣyāyāṁ brahma-sūtrāṇām.
This Śrīmad-Bhāgavatam is the natural commentary. Because the author, Vyāsadeva, after compiling Vedānta-sūtra under the instruction of Nārada Muni, his guru—Vyāsadeva's guru is Nārada Muni—he was not satisfied even after compiling Vedānta-sūtra. He was not very happy. So Nārada Muni advised him that "You should directly describe the Supreme Personality of Godhead. Then you'll be happy. It is indirect. All the Vedic literatures, they are indirect. You direct . . ." Therefore Vyāsadeva took Vedānta-sūtra, and from the very beginning of Vedānta-sūtra, janmādy asya yataḥ, he commented on the Vedānta-sutra, janmādy asya yataḥ anvayad itarataś cārtheṣv abhijñaḥ svarāṭ, tene brahma hṛdā ya ādi-kavaye muhyanti yatra sūrayaḥ, in this way. Here Kṛṣṇa personally gives the Brahma-sūtra. So Brahma-sūtra's commentary is Śrīmad-Bhāgavatam.