To cite fDMA package in publications use:

Drachal, K., 2020, Dynamic Model Averaging in economics and finance with fDMA: A package for R, Signals 1(1), 47-99, https://doi.org/10.3390/signals1010004

Corresponding BibTeX entry:

  @Article{,
    title = {Dynamic Model Averaging in economics and finance with
      {fDMA}: A package for {R}},
    author = {Krzysztof Drachal},
    journal = {Signals},
    volume = {1},
    number = {1},
    pages = {47--99},
    year = {2020},
    url = {https://doi.org/10.3390/signals1010004},
  }