To cite dynlm in publications use

Zeileis A (2019). dynlm: Dynamic Linear Regression. R package version 0.3-6, https://CRAN.R-project.org/package=dynlm.

Corresponding BibTeX entry:

  @Manual{,
    title = {{dynlm}: Dynamic Linear Regression},
    author = {Achim Zeileis},
    year = {2019},
    note = {R package version 0.3-6},
    url = {https://CRAN.R-project.org/package=dynlm},
  }