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}, }