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To cite package ‘FCVAR’ in publications use:

The R package documentation:

Morin L, Nielsen MØ, Popiel MK (2021).Estimation and Inference for the Fractionally Cointegrated VAR.R package version 0.1.0,https://github.com/LeeMorinUCF/FCVAR.

A manuscript with a description of the FCVAR model and examples:

Morin L, Nielsen MØ, Popiel MK (2021).“FCVAR: An R Package for the Fractionally Cointegrated Vector Autoregressive Model.”Unpublished manuscript,https://sites.google.com/view/mortennielsen/software.

Corresponding BibTeX entries:

  @Manual{,    title = {Estimation and Inference for the Fractionally Cointegrated      VAR},    author = {Lealand Morin and Morten \O. Nielsen and Michal K.      Popiel},    year = {2021},    note = {R package version 0.1.0},    url = {https://github.com/LeeMorinUCF/FCVAR},  }

  @Misc{,    title = {FCVAR: An R Package for the Fractionally Cointegrated      Vector Autoregressive Model},    author = {Lealand Morin and Morten \O. Nielsen and Michal K.      Popiel},    year = {2021},    note = {Unpublished manuscript},    url = {https://sites.google.com/view/mortennielsen/software},  }