# ------------------------------------------------
# CITATION.cff file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# ------------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "tsDyn" in publications use:'
type: software
license: GPL-2.0-or-later
title: 'tsDyn: Nonlinear Time Series Models with Regime Switching'
version: 11.0.6
doi: 10.1016/bs.host.2019.01.008
abstract: 'Implements nonlinear autoregressive (AR) time series models. For univariate
  series, a non-parametric approach is available through additive nonlinear AR. Parametric
  modeling and testing for regime switching dynamics is available when the transition
  is either direct (TAR: threshold AR) or smooth (STAR: smooth transition AR, LSTAR).
  For multivariate series, one can estimate a range of TVAR or threshold cointegration
  TVECM models with two or three regimes. Tests can be conducted for TVAR as well
  as for TVECM (Hansen and Seo 2002 and Seo 2006).'
authors:
- family-names: Di Narzo
  given-names: Antonio Fabio
  orcid: https://orcid.org/0000-0002-4033-5038
- family-names: Stigler
  given-names: Matthieu
  email: Matthieu.Stigler@gmail.com
  orcid: https://orcid.org/0000-0002-6802-4290
preferred-citation:
  type: generic
  title: 'Nonlinear time series in R: Threshold cointegration with tsDyn'
  authors:
  - family-names: Stigler
    given-names: Matthieu
    email: Matthieu.Stigler@gmail.com
    orcid: https://orcid.org/0000-0002-6802-4290
  volume: '42'
  year: '2019'
  editors:
  - family-names: Vinod
    given-names: Hrishikesh D.
  - family-names: Rao
    given-names: C.R.
  publisher:
    name: Elsevier
  collection-title: Handbook of Statistics, Volume 41
  collection-type: collection
  issn: 0169-7161
  doi: 10.1016/bs.host.2019.01.008
  start: 229-264
repository: https://cran.r-universe.dev
repository-code: https://github.com/MatthieuStigler/tsDyn
commit: 2dfe55628d9bdf3aeac81034600e98774b1fdd15
url: https://github.com/MatthieuStigler/tsDyn/wiki
date-released: '2026-11-02'
contact:
- family-names: Stigler
  given-names: Matthieu
  email: Matthieu.Stigler@gmail.com
  orcid: https://orcid.org/0000-0002-6802-4290
references:
- type: manual
  title: 'tsDyn: Time series analysis based on dynamical systems theory'
  authors:
  - family-names: Fabio Di Narzo
    given-names: Antonio
  - family-names: Aznarte
    given-names: Jose Luis
  - family-names: Stigler
    given-names: Matthieu
  year: '2009'
  notes: R package version 0.7