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To cite Largevars in publications use:
Bykhovskaya A, Gorin V, Kiss E (2024). “Largevars: An R Package for Testing Large VARs for the Presence of Cointegration.” TBD.
Corresponding BibTeX entry:
@Article{largevarspaper, title = {Largevars: An R Package for Testing Large VARs for the Presence of Cointegration}, author = {Anna Bykhovskaya and Vadim Gorin and Eszter Kiss}, journal = {TBD}, year = {2024}, }
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.