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To cite panelvar in publications use:

Sigmund M, Ferstl R (2021).“Panel Vector Autoregression in R with the package panelvar.”The Quarterly Review of Economics and Finance.doi:10.1016/j.qref.2019.01.001.

Corresponding BibTeX entry:

  @Article{,    title = {Panel Vector Autoregression in R with the package      panelvar},    author = {Michael Sigmund and Robert Ferstl},    journal = {The Quarterly Review of Economics and Finance},    year = {2021},    doi = {10.1016/j.qref.2019.01.001},  }

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