To cite panelvar in publications use:

  Sigmund M, Ferstl R (2021). “Panel Vector Autoregression in R with
  the package panelvar.” _The Quarterly Review of Economics and
  Finance_. doi:10.1016/j.qref.2019.01.001
  <https://doi.org/10.1016/j.qref.2019.01.001>.

A BibTeX entry for LaTeX users is

  @Article{,
    title = {Panel Vector Autoregression in R with the package panelvar},
    author = {Michael Sigmund and Robert Ferstl},
    journal = {The Quarterly Review of Economics and Finance},
    year = {2021},
    doi = {10.1016/j.qref.2019.01.001},
  }