To cite eDMA in publications use:

Catania L, Nonejad N (2018). “Dynamic Model Averaging for Practitioners in Economics and Finance: The eDMA Package.” Journal of Statistical Software, 84(11), 1–39. doi:10.18637/jss.v084.i11.

Corresponding BibTeX entry:

  @Article{,
    title = {Dynamic Model Averaging for Practitioners in Economics and
      Finance: The {eDMA} Package},
    author = {Leopoldo Catania and Nima Nonejad},
    journal = {Journal of Statistical Software},
    year = {2018},
    volume = {84},
    number = {11},
    pages = {1--39},
    doi = {10.18637/jss.v084.i11},
  }