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 Unpublished manuscript, https://sites.google.com/view/mortennielsen/software.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    note = {Unpublished manuscript},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

These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
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