# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "sstvars" in publications use:'
type: software
license: GPL-3.0-only
title: 'sstvars: Toolkit for Reduced Form and Structural Smooth Transition Vector
  Autoregressive Models'
version: 1.0.2
doi: 10.32614/CRAN.package.sstvars
abstract: Maximum likelihood estimation of smooth transition vector autoregressive
  models with various types of transition weight functions, conditional distributions,
  and identification methods. Constrained estimation with various types of constraints
  is available. Residual based model diagnostics, forecasting, simulations, and calculation
  of impulse response functions, generalized impulse response functions, and generalized
  forecast error variance decompositions. See Heather Anderson, Farshid Vahid (1998)
  <https://doi.org/10.1016/S0304-4076(97)00076-6>, Helmut Lütkepohl, Aleksei Netšunajev
  (2017) <https://doi.org/10.1016/j.jedc.2017.09.001>, Markku Lanne, Savi Virolainen
  (2024) <https://doi.org/10.48550/arXiv.2403.14216>, Savi Virolainen (2024) <https://doi.org/10.48550/arXiv.2404.19707>.
authors:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi
  orcid: https://orcid.org/0000-0002-5075-6821
repository: https://saviviro.r-universe.dev
repository-code: https://github.com/saviviro/sstvars
commit: 42b2216f6389bdacf99e5f595c9a064b0e6758b5
url: https://github.com/saviviro/sstvars
contact:
- family-names: Virolainen
  given-names: Savi
  email: savi.virolainen@helsinki.fi
  orcid: https://orcid.org/0000-0002-5075-6821