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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 "VARtests" in publications use:'
type: software
license: GPL-3.0-or-later
title: 'VARtests: Bootstrap Tests for Cointegration and Autocorrelation in VARs'
version: 2.0.7
doi: 10.32614/CRAN.package.VARtests
abstract: Implements wild bootstrap tests for autocorrelation in Vector Autoregressive
  (VAR) models based on Ahlgren and Catani (2016) <https://doi.org/10.1007/s00362-016-0744-0>,
  a combined Lagrange Multiplier (LM) test for Autoregressive Conditional Heteroskedasticity
  (ARCH) in VAR models from Catani and Ahlgren (2016) <https://doi.org/10.1016/j.ecosta.2016.10.006>,
  and bootstrap-based methods for determining the cointegration rank from Cavaliere,
  Rahbek, and Taylor (2012) <https://doi.org/10.3982/ECTA9099> and Cavaliere, Rahbek,
  and Taylor (2014) <https://doi.org/10.1080/07474938.2013.825175>.
authors:
- family-names: Belfrage
  given-names: Markus
  email: markus.belfrage@gmail.com
repository: https://cran.r-universe.dev
commit: d595acecf33e728c07c9774ba793d214c684400e
date-released: '2025-07-25'
contact:
- family-names: Belfrage
  given-names: Markus
  email: markus.belfrage@gmail.com