To cite the PSTR package or its underlying methodology, please use the following references:

Yang Y (2017). PSTR: Panel Smooth Transition Regression Modelling. doi:10.32614/CRAN.package.PSTR. R package version 2.0.0 (CRAN release 2026-02-27), https://CRAN.R-project.org/package=PSTR.

González A, Teräsvirta T, van Dijk D, Yang Y (2005). “Panel Smooth Transition Regression Models.” Technical Report 604, Stockholm School of Economics. Revised October 2017, https://swopec.hhs.se/hastef/papers/hastef0604.pdf.

Corresponding BibTeX entries:

  @Manual{,
    title = {PSTR: Panel Smooth Transition Regression Modelling},
    author = {Yukai Yang},
    year = {2017},
    note = {R package version 2.0.0 (CRAN release 2026-02-27)},
    doi = {10.32614/CRAN.package.PSTR},
    url = {https://CRAN.R-project.org/package=PSTR},
  }

  @TechReport{,
    title = {Panel Smooth Transition Regression Models},
    author = {Andrés González and Timo Teräsvirta and Dick {van Dijk}
      and Yukai Yang},
    institution = {Stockholm School of Economics},
    series = {EFI Working Paper Series in Economics and Finance},
    number = {604},
    year = {2005},
    note = {Revised October 2017},
    url = {https://swopec.hhs.se/hastef/papers/hastef0604.pdf},
  }