Vazzoler S (2022). Sparse VAR/VECM Models Estimation. R package version 1.0.0, https://github.com/svazzole/sparsevar.

Corresponding BibTeX entry:

  @Manual{sparsevar,
    title = {Sparse VAR/VECM Models Estimation},
    author = {Simone Vazzoler},
    note = {R package version 1.0.0},
    year = {2022},
    url = {https://github.com/svazzole/sparsevar},
  }