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 Unpublished manuscript, https://sites.google.com/view/mortennielsen/software.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note = {Unpublished manuscript},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},
}