To cite package BMS in scientific work use:

Feldkircher, M. and S. Zeugner (2009): Benchmark Priors Revisited: On Adaptive Shrinkage and the Supermodel Effect in Bayesian Model Averaging; IMF Working Paper 09-202

In case of coding etc. please incorporate a reference to the website <http://bms.zeugner.eu> in a visible manner (e.g. the source code)

Corresponding BibTeX entry:

  @Article{,
    title = {Benchmark Priors Revisited: On Adaptive Shrinkage and the
      Supermodel Effect in Bayesian Model Averaging},
    author = {Martin Feldkircher and Stefan Zeugner},
    journal = {IMF Working Papers},
    year = {2009},
  }