To cite panelvar in publications use:

Sigmund, Michael and Ferstl, Robert, Panel Vector Autoregression in R with the package panelvar (January 11, 2017). Available at SSRN: https://ssrn.com/abstract=2896087

Corresponding BibTeX entry:

  @Article{,
    title = {Panel Vector Autoregression in R with the package
      panelvar},
    author = {Michael Sigmund and Robert Ferstl},
    journal = {SSRN},
    year = {2017},
    url = {https://ssrn.com/abstract=2896087},
  }