To cite package ‘MSTest’ in publications use:

Rodriguez-Rondon G, Dufour J (2026). MSTest: Hypothesis Testing for Markov Switching Models. R package version 0.1.9, https://CRAN.R-project.org/package=MSTest.

Corresponding BibTeX entry:

  @Manual{,
    title = {MSTest: Hypothesis Testing for Markov Switching Models},
    author = {Gabriel Rodriguez-Rondon and Jean-Marie Dufour},
    year = {2026},
    note = {R package version 0.1.9},
    url = {https://CRAN.R-project.org/package=MSTest},
  }