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# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
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cff-version: 1.2.0
message: 'To cite package "Largevars" in publications use:'
type: software
license: MIT
title: 'Largevars: Testing Large VARs for the Presence of Cointegration'
version: 1.0.2
identifiers:
- type: doi
  value: 10.32614/CRAN.package.Largevars
abstract: Conducts a cointegration test for high-dimensional vector autoregressions
  (VARs) of order k based on the large N,T asymptotics of Bykhovskaya and Gorin, 2022
  (<https://doi.org/10.48550/arXiv.2202.07150>). The implemented test is a modification
  of the Johansen likelihood ratio test. In the absence of cointegration the test
  converges to the partial sum of the Airy-1 point process. This package contains
  simulated quantiles of the first ten partial sums of the Airy-1 point process that
  are precise up to the first three digits.
authors:
- family-names: Bykhovskaya
  given-names: Anna
  email: anna.bykhovskaya@duke.edu
- family-names: Gorin
  given-names: Vadim
  email: vadicgor@gmail.com
- family-names: Kiss
  given-names: Eszter
  email: ekiss2803@gmail.com
preferred-citation:
  type: article
  title: 'Largevars: An R Package for Testing Large VARs for the Presence of Cointegration'
  authors:
  - family-names: Bykhovskaya
    given-names: Anna
    email: anna.bykhovskaya@duke.edu
  - family-names: Gorin
    given-names: Vadim
    email: vadicgor@gmail.com
  - family-names: Kiss
    given-names: Eszter
    email: ekiss2803@gmail.com
  journal: TBD
  year: '2024'
repository: https://eszter-kiss.r-universe.dev
repository-code: https://github.com/eszter-kiss/Largevars
commit: 6aaffac6140b34bb7ca978c468871c50d158dcc3
url: https://github.com/eszter-kiss/Largevars
date-released: '2024-10-31'
contact:
- family-names: Kiss
  given-names: Eszter
  email: ekiss2803@gmail.com