To cite package ‘VARshrink’ in publications use:

Lee N, Kim S (2026). VARshrink: Shrinkage Estimation Methods for Vector Autoregressive Models. R package version 0.4.0, https://github.com/namgillee/varshrink.

Corresponding BibTeX entry:

  @Manual{,
    title = {VARshrink: Shrinkage Estimation Methods for Vector
      Autoregressive Models},
    author = {Namgil Lee and Sung-Ho Kim},
    year = {2026},
    note = {R package version 0.4.0},
    url = {https://github.com/namgillee/varshrink},
  }