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), . A BibTeX entry for LaTeX users is @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}, } 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, . A BibTeX entry for LaTeX users is @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}, }