To cite dynlm in publications use

Achim Zeileis (2009). dynlm: Dynamic Linear Regression. R package version 0.2-3. URL http://CRAN.R-project.org/package=dynlm

Corresponding BibTeX entry:

  @Manual{,
    title = {{dynlm}: Dynamic Linear Regression},
    author = {Achim Zeileis},
    year = {2009},
    note = {R package version 0.2-3},
    url = {http://CRAN.R-project.org/package=dynlm},
  }