To cite package ‘NetVAR’ in publications use:

  Zhang K, Trimborn S (2023). “Influential assets in Large-Scale Vector
  AutoRegressive Models.” _Discussion Paper_.
  <https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619531>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Influential assets in Large-Scale Vector AutoRegressive Models},
    author = {Kexin Zhang and Simon Trimborn},
    year = {2023},
    journal = {Discussion Paper},
    url = {https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4619531},
  }

  Trimborn S (2025). _NetVAR: Network structure VAR models_.

A BibTeX entry for LaTeX users is

  @Manual{,
    title = {{NetVAR}: Network structure VAR models},
    author = {Simon Trimborn},
    year = {2025},
  }