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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "GARCH.X" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'GARCH.X: Estimation and Exogenous Covariate Selection for ARCH-m(X), Additive
  ARCH-m(x), and GARCH-X Models'
version: '2.0'
doi: 10.32614/CRAN.package.GARCH.X
abstract: Estimates the parameters and nonparametric functions of an ARCH-m(X) model
  with exogenous covariates, estimates the parameters and nonparametric functions
  of an Additive ARCH-m(X) model with exogenous covariates, estimates the parameters
  of a GARCH-X model with exogenous covariates, performs hypothesis tests for the
  covariates returning the p-values, and performs stepwise variable selection on the
  exogenous covariates, and uses False Discovery Rate p-value corrections to select
  the exogenous variables.
authors:
- family-names: Zambom
  given-names: Adriano
  email: adriano.zambom@csun.edu
- family-names: Alegrete
  given-names: Vincent
- family-names: Sagaran
  given-names: Elijah
- family-names: Israni
  given-names: Avni
repository: https://cran.r-universe.dev
commit: 044d8fd21d09db1c8ea7bf05715f6785448c2683
date-released: '2026-04-21'
contact:
- family-names: Zambom
  given-names: Adriano
  email: adriano.zambom@csun.edu