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}, }