To cite package 'midasr' in publications use:

Virmantas Kvedaras, Vaidotas Zemlys (2014), midasr: Estimating and testing MIDAS regression. R package version 0.3.

Corresponding BibTeX entry:

  @Manual{,
    title = {midasr: Estimating and testing MIDAS regression},
    author = {Virmantas Kvedaras and Vaidotas Zemlys},
    year = {2014},
    note = {R package version 0.3},
  }