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# CITATION file created with {cffr} R package
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cff-version: 1.2.0
message: 'To cite package "PSTR" in publications use:'
type: software
license: GPL-3.0-only
title: 'PSTR: Panel Smooth Transition Regression Modelling'
version: 2.1.0
doi: 10.32614/CRAN.package.PSTR
identifiers:
- type: doi
  value: 10.32614/CRAN.package.PSTR
abstract: 'Implements the Panel Smooth Transition Regression (PSTR) framework for
  nonlinear panel data modelling. The modelling procedure consists of three stages:
  Specification, Estimation and Evaluation. The package provides tools for model specification
  testing, to do PSTR model estimation, and to do model evaluation. The implemented
  tests allow for cluster dependence and are heteroskedasticity-consistent. The wild
  bootstrap and wild cluster bootstrap tests are also implemented. Parallel computation
  (optional) is supported for computationally intensive routines such as bootstrap
  tests.'
authors:
- family-names: Yang
  given-names: Yukai
  email: yukai.yang@statistik.uu.se
  orcid: https://orcid.org/0000-0002-2623-8549
preferred-citation:
  type: manual
  title: 'PSTR: Panel Smooth Transition Regression Modelling'
  authors:
  - family-names: Yang
    given-names: Yukai
    email: yukai.yang@statistik.uu.se
    orcid: https://orcid.org/0000-0002-2623-8549
  year: '2017'
  notes: 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
repository: https://yukai-yang.r-universe.dev
repository-code: https://github.com/yukai-yang/PSTR
commit: 4b9f5f018063448f4a69fe5ebf2a926e5ea2b241
url: https://github.com/yukai-yang/PSTR
date-released: '2026-03-08'
contact:
- family-names: Yang
  given-names: Yukai
  email: yukai.yang@statistik.uu.se
  orcid: https://orcid.org/0000-0002-2623-8549
references:
- type: report
  title: Panel Smooth Transition Regression Models
  authors:
  - family-names: González
    given-names: Andrés
  - family-names: Teräsvirta
    given-names: Timo
  - family-names: Dijk
    given-names: Dick
    name-particle: van
  - family-names: Yang
    given-names: Yukai
  institution:
    name: Stockholm School of Economics
  collection-title: EFI Working Paper Series in Economics and Finance
  collection-type: techreport
  issue: '604'
  year: '2005'
  notes: Revised October 2017
  url: https://swopec.hhs.se/hastef/papers/hastef0604.pdf