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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},
  }

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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