To cite package 'tsDyn' in publications use:
Stigler M (2019). “Nonlinear time series in R: Threshold cointegration with tsDyn.” In Vinod HD, Rao C (eds.), Handbook of Statistics, Volume 41, volume 42, 229-264. Elsevier. doi:10.1016/bs.host.2019.01.008, https://www.sciencedirect.com/science/article/pii/S0169716119300355.
Fabio Di Narzo A, Aznarte J, Stigler M (2009). tsDyn: Time series analysis based on dynamical systems theory. R package version 0.7.
Corresponding BibTeX entries:
@InCollection{, title = {Nonlinear time series in R: Threshold cointegration with tsDyn}, author = {Matthieu Stigler}, volume = {42}, pages = {229-264}, year = {2019}, editor = {Hrishikesh D. Vinod and C.R. Rao}, publisher = {Elsevier}, booktitle = {Handbook of Statistics, Volume 41}, issn = {0169-7161}, doi = {10.1016/bs.host.2019.01.008}, url = {https://www.sciencedirect.com/science/article/pii/S0169716119300355}, }
@Manual{, title = {tsDyn: Time series analysis based on dynamical systems theory}, author = {Antonio {Fabio Di Narzo} and Jose Luis Aznarte and Matthieu Stigler}, year = {2009}, note = {R package version 0.7}, }