To cite midasr in publications use:

Eric Ghysels, Virmantas Kvedaras, Vaidotas Zemlys (2016). Mixed Frequency Data Sampling Regression Models: The R Package midasr. Journal of Statistical Software, 72(4), 1-35.<doi:10.18637/jss.v072.i04>

Corresponding BibTeX entry:

  @Article{,
    title = {Mixed Frequency Data Sampling Regression Models: The {R}
      Package {midasr}},
    author = {Eric Ghysels and Virmantas Kvedaras and Vaidotas Zemlys},
    journal = {Journal of Statistical Software},
    year = {2016},
    volume = {72},
    number = {4},
    pages = {1--35},
    doi = {10.18637/jss.v072.i04},
  }