To cite tvReg in publications use:

Casas I, Fernandez-Casal R (2020). tvReg: Time-Varying Coefficients Linear Regression for Single and Multi-Equations. R package version 0.5.3, https://CRAN.R-project.org/package=tvReg.

Casas I, Fernandez-Casal R (2019). “tvReg: Time-Varying Coefficients Linear Regression for Single and Multi-Equations in R.” SSRN. R package version 0.5.3, https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3363526.

Corresponding BibTeX entries:

  @Manual{,
    title = {tvReg: Time-Varying Coefficients Linear Regression for
      Single and Multi-Equations},
    author = {Isabel Casas and Ruben Fernandez-Casal},
    year = {2020},
    note = {R package version 0.5.3},
    url = {https://CRAN.R-project.org/package=tvReg},
  }

  @TechReport{,
    title = {tvReg: Time-Varying Coefficients Linear Regression for
      Single and Multi-Equations in R},
    author = {Isabel Casas and Ruben Fernandez-Casal},
    year = {2019},
    note = {R package version 0.5.3},
    institution = {SSRN},
    url =
      {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3363526},
  }