To cite the aersn package and its main method, please use the references below. The five comparator methods available through the `method` argument have their own references, given on the help page of each normalizer: aersn_ldl_normalizer, aersn_shao_normalizer, aersn_hac_lrv, aersn_fixed_b_normalizer and aersn_ewc_lrv. Hong, Y., Lin, Z., Linton, O., Newey, W. K. and Sun, J. (2026). Affine-Equivariant Adjusted-Range Self-Normalization. Cambridge Working Papers in Economics No. 2678; Janeway Institute Working Paper No. 2637. https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization A BibTeX entry for LaTeX users is @TechReport{, title = {Affine-Equivariant Adjusted-Range Self-Normalization}, author = {Yongmiao Hong and Zhuo Lin and Oliver Linton and Whitney K. Newey and Jiajing Sun}, year = {2026}, institution = {Faculty of Economics, University of Cambridge}, type = {Cambridge Working Papers in Economics}, number = {2678}, note = {Also issued as Janeway Institute Working Paper No. 2637}, url = {https://www.janeway.econ.cam.ac.uk/publication/affine-equivariant-adjusted-range-self-normalization}, } Hong, Y., Linton, O., McCabe, B., Sun, J. and Wang, S. (2024). Kolmogorov-Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach. Journal of Econometrics, 238(2), 105603. A BibTeX entry for LaTeX users is @Article{, title = {Kolmogorov--Smirnov type testing for structural breaks: A new adjusted-range based self-normalization approach}, author = {Yongmiao Hong and Oliver Linton and Brendan McCabe and Jiajing Sun and Shouyang Wang}, journal = {Journal of Econometrics}, year = {2024}, volume = {238}, number = {2}, pages = {105603}, doi = {10.1016/j.jeconom.2023.105603}, } Hong, Y., Lin, Z., Linton, O., Newey, W. K. and Sun, J. (2026). aersn: Affine-Equivariant Adjusted-Range Self-Normalization for Time-Series Inference. R package version 0.2.3. A BibTeX entry for LaTeX users is @Manual{, title = {aersn: Affine-Equivariant Adjusted-Range Self-Normalization for Time-Series Inference}, author = {Yongmiao Hong and Zhuo Lin and Oliver Linton and Whitney K. Newey and Jiajing Sun}, year = {2026}, note = {R package version 0.2.3}, }