To cite BVAR in publications use:
Kuschnig N, Vashold L (2021). “BVAR: Bayesian Vector Autoregressions with Hierarchical Prior Selection in R.” Journal of Statistical Software, 100(14), 1–27. doi:10.18637/jss.v100.i14.
To cite the BVAR package please use:
Kuschnig N, Vashold L (2024). BVAR: Hierarchical Prior Selection in R. R package version 1.0.5, https://CRAN.R-project.org/package=BVAR.
Corresponding BibTeX entries:
@Article{,
title = {{BVAR}: {B}ayesian Vector Autoregressions with
Hierarchical Prior Selection in {R}},
author = {Nikolas Kuschnig and Lukas Vashold},
journal = {Journal of Statistical Software},
year = {2021},
volume = {100},
number = {14},
pages = {1--27},
doi = {10.18637/jss.v100.i14},
}
@Manual{,
title = {{BVAR}: Hierarchical Prior Selection in {R}},
author = {Nikolas Kuschnig and Lukas Vashold},
journal = {Journal of Statistical Software},
year = {2024},
note = {{R} package version 1.0.5},
url = {https://CRAN.R-project.org/package=BVAR},
}