To cite package ‘sparseDFM’ in publications use:

Mosley L, Chan T, Gibberd A (2023). sparseDFM: Estimate Dynamic Factor Models with Sparse Loadings. R package version 1.0, https://CRAN.R-project.org/package=sparseDFM.

Corresponding BibTeX entry:

  @Manual{,
    title = {sparseDFM: Estimate Dynamic Factor Models with Sparse
      Loadings},
    author = {Luke Mosley and Tak-Shing Chan and Alex Gibberd},
    year = {2023},
    note = {R package version 1.0},
    url = {https://CRAN.R-project.org/package=sparseDFM},
  }