packages.bib

@Manual{R-AER,
  title = {{AER: Applied Econometrics with R}},
  author = {Christian Kleiber and Achim Zeileis},
  year = {2020},
  version = {1.2-9},
  url = {https://CRAN.R-project.org/package=AER},
}

@Manual{R-base,
  title = {{R: A Language and Environment for Statistical Computing}},
  author = {{R Core Team}},
  organization = {R Foundation for Statistical Computing},
  address = {Vienna, Austria},
  year = {2021},
  url = {https://www.R-project.org/},
}

@Manual{R-bookdown,
  title = {{bookdown: Authoring Books and Technical Documents with R Markdown}},
  author = {Yihui Xie},
  year = {2021},
  version = {0.22},
  url = {https://CRAN.R-project.org/package=bookdown},
}

@Manual{R-car,
  title = {{car: Companion to Applied Regression}},
  author = {John Fox and Sanford Weisberg and Brad Price},
  year = {2021},
  version = {3.0-11},
  url = {https://CRAN.R-project.org/package=car},
}

@Manual{R-carData,
  title = {{carData: Companion to Applied Regression Data Sets}},
  author = {John Fox and Sanford Weisberg and Brad Price},
  year = {2020},
  version = {3.0-4},
  url = {https://CRAN.R-project.org/package=carData},
}

@Manual{R-devtools,
  title = {{devtools: Tools to Make Developing R Packages Easier}},
  author = {Hadley Wickham and Jim Hester and Winston Chang},
  year = {2021},
  version = {2.4.2},
  url = {https://CRAN.R-project.org/package=devtools},
}

@Manual{R-dplyr,
  title = {{dplyr: A Grammar of Data Manipulation}},
  author = {Hadley Wickham and Romain François and Lionel Henry and Kirill Müller},
  year = {2021},
  version = {1.0.7},
  url = {https://CRAN.R-project.org/package=dplyr},
}

@Manual{R-dynlm,
  title = {{dynlm: Dynamic Linear Regression}},
  author = {Achim Zeileis},
  year = {2019},
  version = {0.3-6},
  url = {https://CRAN.R-project.org/package=dynlm},
}

@Manual{R-fBasics,
  title = {{fBasics: Rmetrics - Markets and Basic Statistics}},
  author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi},
  year = {2020},
  version = {3042.89.1},
  url = {https://www.rmetrics.org},
}

@Manual{R-fGarch,
  title = {{fGarch: Rmetrics - Autoregressive Conditional Heteroskedastic Modelling}},
  author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Chris Boudt and Pierre Chausse and Michal Miklovac},
  year = {2020},
  version = {3042.83.2},
  url = {https://www.rmetrics.org},
}

@Manual{R-forecast,
  title = {{forecast: Forecasting Functions for Time Series and Linear Models}},
  author = {Rob Hyndman and George Athanasopoulos and Christoph Bergmeir and Gabriel Caceres and Leanne Chhay and Mitchell O'Hara-Wild and Fotios Petropoulos and Slava Razbash and Earo Wang and Farah Yasmeen},
  year = {2021},
  version = {8.15},
  url = {https://CRAN.R-project.org/package=forecast},
}

@Manual{R-ggplot2,
  title = {{ggplot2: Create Elegant Data Visualisations Using the Grammar of Graphics}},
  author = {Hadley Wickham and Winston Chang and Lionel Henry and Thomas Lin Pedersen and Kohske Takahashi and Claus Wilke and Kara Woo and Hiroaki Yutani and Dewey Dunnington},
  year = {2021},
  version = {3.3.5},
  url = {https://CRAN.R-project.org/package=ggplot2},
}

@Manual{R-kableExtra,
  title = {{kableExtra: Construct Complex Table with kable and Pipe Syntax}},
  author = {Hao Zhu},
  year = {2021},
  version = {1.3.4},
  url = {https://CRAN.R-project.org/package=kableExtra},
}

@Manual{R-KernSmooth,
  title = {{KernSmooth: Functions for Kernel Smoothing Supporting Wand \& Jones (1995)}},
  author = {Matt Wand},
  year = {2021},
  version = {2.23-20},
  url = {https://CRAN.R-project.org/package=KernSmooth},
}

@Manual{R-knitr,
  title = {{knitr: A General-Purpose Package for Dynamic Report Generation in R}},
  author = {Yihui Xie},
  year = {2021},
  version = {1.33},
  url = {https://yihui.org/knitr/},
}

@Manual{R-lmtest,
  title = {{lmtest: Testing Linear Regression Models}},
  author = {Torsten Hothorn and Achim Zeileis and Richard W. Farebrother and Clint Cummins},
  year = {2020},
  version = {0.9-38},
  url = {https://CRAN.R-project.org/package=lmtest},
}

@Manual{R-MASS,
  title = {{MASS: Support Functions and Datasets for Venables and Ripley's MASS}},
  author = {Brian Ripley},
  year = {2021},
  version = {7.3-54},
  url = {http://www.stats.ox.ac.uk/pub/MASS4/},
}

@Manual{R-mvtnorm,
  title = {{mvtnorm: Multivariate Normal and t Distributions}},
  author = {Alan Genz and Frank Bretz and Tetsuhisa Miwa and Xuefei Mi and Torsten Hothorn},
  year = {2021},
  version = {1.1-2},
  url = {http://mvtnorm.R-forge.R-project.org},
}

@Manual{R-nlme,
  title = {{nlme: Linear and Nonlinear Mixed Effects Models}},
  author = {José Pinheiro and Douglas Bates and {R-core}},
  year = {2021},
  version = {3.1-152},
  url = {https://svn.r-project.org/R-packages/trunk/nlme/},
}

@Manual{R-np,
  title = {{np: Nonparametric Kernel Smoothing Methods for Mixed Data Types}},
  author = {Jeffrey S. Racine and Tristen Hayfield},
  year = {2021},
  version = {0.60-11},
  url = {https://github.com/JeffreyRacine/R-Package-np},
}

@Manual{R-orcutt,
  title = {{orcutt: Estimate Procedure in Case of First Order Autocorrelation}},
  author = {Stefano Spada},
  year = {2018},
  version = {2.3},
  url = {https://CRAN.R-project.org/package=orcutt},
}

@Manual{R-plm,
  title = {{plm: Linear Models for Panel Data}},
  author = {Yves Croissant and Giovanni Millo and Kevin Tappe},
  year = {2021},
  version = {2.4-1},
  url = {https://CRAN.R-project.org/package=plm},
}

@Manual{R-plotly,
  title = {{plotly: Create Interactive Web Graphics via plotly.js}},
  author = {Carson Sievert and Chris Parmer and Toby Hocking and Scott Chamberlain and Karthik Ram and Marianne Corvellec and Pedro Despouy},
  year = {2021},
  version = {4.9.4.1},
  url = {https://CRAN.R-project.org/package=plotly},
}

@Manual{R-quantmod,
  title = {{quantmod: Quantitative Financial Modelling Framework}},
  author = {Jeffrey A. Ryan and Joshua M. Ulrich},
  year = {2020},
  version = {0.4.18},
  url = {https://CRAN.R-project.org/package=quantmod},
}

@Manual{R-quantreg,
  title = {{quantreg: Quantile Regression}},
  author = {Roger Koenker},
  year = {2021},
  version = {5.86},
  url = {https://www.r-project.org},
}

@Manual{R-rddtools,
  title = {{rddtools: Toolbox for Regression Discontinuity Design (RDD)}},
  author = {Matthieu Stigler and Bastiaan Quast},
  year = {2021},
  version = {1.5.0},
  url = {https://qua.st/rddtools/},
}

@Manual{R-readxl,
  title = {{readxl: Read Excel Files}},
  author = {Hadley Wickham and Jennifer Bryan},
  year = {2019},
  version = {1.3.1},
  url = {https://CRAN.R-project.org/package=readxl},
}

@Manual{R-rmarkdown,
  title = {{rmarkdown: Dynamic Documents for R}},
  author = {JJ Allaire and Yihui Xie and Jonathan McPherson and Javier Luraschi and Kevin Ushey and Aron Atkins and Hadley Wickham and Joe Cheng and Winston Chang and Richard Iannone},
  year = {2021},
  version = {2.9},
  url = {https://CRAN.R-project.org/package=rmarkdown},
}

@Manual{R-sandwich,
  title = {{sandwich: Robust Covariance Matrix Estimators}},
  author = {Achim Zeileis and Thomas Lumley},
  year = {2021},
  version = {3.0-1},
  url = {https://sandwich.R-Forge.R-project.org/},
}

@Manual{R-scales,
  title = {{scales: Scale Functions for Visualization}},
  author = {Hadley Wickham and Dana Seidel},
  year = {2020},
  version = {1.1.1},
  url = {https://CRAN.R-project.org/package=scales},
}

@Manual{R-SparseM,
  title = {{SparseM: Sparse Linear Algebra}},
  author = {Roger Koenker},
  year = {2021},
  version = {1.81},
  url = {http://www.econ.uiuc.edu/~roger/research/sparse/sparse.html},
}

@Manual{R-stargazer,
  title = {{stargazer: Well-Formatted Regression and Summary Statistics Tables}},
  author = {Marek Hlavac},
  year = {2018},
  version = {5.2.2},
  url = {https://CRAN.R-project.org/package=stargazer},
}

@Manual{R-strucchange,
  title = {{strucchange: Testing, Monitoring, and Dating Structural Changes}},
  author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
  year = {2019},
  version = {1.5-2},
  url = {https://CRAN.R-project.org/package=strucchange},
}

@Manual{R-survival,
  title = {{survival: Survival Analysis}},
  author = {Terry M Therneau},
  year = {2021},
  version = {3.2-11},
  url = {https://github.com/therneau/survival},
}

@Manual{R-tidyr,
  title = {{tidyr: Tidy Messy Data}},
  author = {Hadley Wickham},
  year = {2021},
  version = {1.1.3},
  url = {https://CRAN.R-project.org/package=tidyr},
}

@Manual{R-timeDate,
  title = {{timeDate: Rmetrics - Chronological and Calendar Objects}},
  author = {Diethelm Wuertz and Tobias Setz and Yohan Chalabi and Martin Maechler and Joe W. Byers},
  year = {2018},
  version = {3043.102},
  url = {https://www.rmetrics.org},
}

@Manual{R-timeSeries,
  title = {{timeSeries: Financial Time Series Objects (Rmetrics)}},
  author = {Diethelm Wuertz},
  year = {2020},
  version = {3062.100},
  url = {https://CRAN.R-project.org/package=timeSeries},
}

@Manual{R-TTR,
  title = {{TTR: Technical Trading Rules}},
  author = {Joshua Ulrich},
  year = {2020},
  version = {0.24.2},
  url = {https://github.com/joshuaulrich/TTR},
}

@Manual{R-urca,
  title = {{urca: Unit Root and Cointegration Tests for Time Series Data}},
  author = {Bernhard Pfaff},
  year = {2016},
  version = {1.3-0},
  url = {https://CRAN.R-project.org/package=urca},
}

@Manual{R-usethis,
  title = {{usethis: Automate Package and Project Setup}},
  author = {Hadley Wickham and Jennifer Bryan},
  year = {2021},
  version = {2.0.1},
  url = {https://CRAN.R-project.org/package=usethis},
}

@Manual{R-vars,
  title = {{vars: VAR Modelling}},
  author = {Bernhard Pfaff},
  year = {2018},
  version = {1.5-3},
  url = {http://www.pfaffikus.de},
}

@Manual{R-xts,
  title = {{xts: eXtensible Time Series}},
  author = {Jeffrey A. Ryan and Joshua M. Ulrich},
  year = {2020},
  version = {0.12.1},
  url = {https://github.com/joshuaulrich/xts},
}

@Manual{R-zoo,
  title = {{zoo: S3 Infrastructure for Regular and Irregular Time Series (Z's Ordered Observations)}},
  author = {Achim Zeileis and Gabor Grothendieck and Jeffrey A. Ryan},
  year = {2021},
  version = {1.8-9},
  url = {https://zoo.R-Forge.R-project.org/},
}

@Book{AER2008,
  title = {{Applied Econometrics with {{R}}}},
  author = {Christian Kleiber and Achim Zeileis},
  year = {2008},
  publisher = {Springer-Verlag},
  address = {New York},
  version = {{ISBN} 978-0-387-77316-2},
  url = {https://CRAN.R-project.org/package=AER},
}

@Book{bookdown2016,
  title = {{bookdown: Authoring Books and Technical Documents with {{R}} Markdown}},
  author = {Yihui Xie},
  publisher = {Chapman and Hall/CRC},
  address = {Boca Raton, Florida},
  year = {2016},
  version = {ISBN 978-1138700109},
  url = {https://bookdown.org/yihui/bookdown},
}

@Book{car2019,
  title = {{An {{R}} Companion to Applied Regression}},
  edition = {Third},
  author = {John Fox and Sanford Weisberg},
  year = {2019},
  publisher = {Sage},
  address = {Thousand Oaks {CA}},
  url = {https://socialsciences.mcmaster.ca/jfox/Books/Companion/},
}

@Article{forecast2008,
  title = {{Automatic time series forecasting: the forecast package for {{R}}}},
  author = {Rob J Hyndman and Yeasmin Khandakar},
  journal = {Journal of Statistical Software},
  volume = {26},
  number = {3},
  pages = {1--22},
  year = {2008},
  url = {https://www.jstatsoft.org/article/view/v027i03},
}

@Book{ggplot22016,
  author = {Hadley Wickham},
  title = {{ggplot2: Elegant Graphics for Data Analysis}},
  publisher = {Springer-Verlag New York},
  year = {2016},
  isbn = {978-3-319-24277-4},
  url = {https://ggplot2.tidyverse.org},
}

@Book{knitr2015,
  title = {{Dynamic Documents with {{R}} and knitr}},
  author = {Yihui Xie},
  publisher = {Chapman and Hall/CRC},
  address = {Boca Raton, Florida},
  year = {2015},
  edition = {2nd},
  version = {ISBN 978-1498716963},
  url = {https://yihui.org/knitr/},
}

@InCollection{knitr2014,
  booktitle = {{Implementing Reproducible Computational Research}},
  editor = {Victoria Stodden and Friedrich Leisch and Roger D. Peng},
  title = {{knitr: A Comprehensive Tool for Reproducible Research in {{R}}}},
  author = {Yihui Xie},
  publisher = {Chapman and Hall/CRC},
  year = {2014},
  version = {ISBN 978-1466561595},
  url = {http://www.crcpress.com/product/isbn/9781466561595},
}

@Article{lmtest2002,
  title = {{Diagnostic Checking in Regression Relationships}},
  author = {Achim Zeileis and Torsten Hothorn},
  journal = {R News},
  year = {2002},
  volume = {2},
  number = {3},
  pages = {7--10},
  url = {https://CRAN.R-project.org/doc/Rnews/},
}

@Book{MASS2002,
  title = {{Modern Applied Statistics with S}},
  author = {W. N. Venables and B. D. Ripley},
  publisher = {Springer},
  edition = {Fourth},
  address = {New York},
  year = {2002},
  version = {ISBN 0-387-95457-0},
  url = {https://www.stats.ox.ac.uk/pub/MASS4/},
}

@Book{mvtnorm2009,
  title = {{Computation of Multivariate Normal and t Probabilities}},
  author = {Alan Genz and Frank Bretz},
  series = {Lecture Notes in Statistics},
  year = {2009},
  publisher = {Springer-Verlag},
  address = {Heidelberg},
  isbn = {978-3-642-01688-2},
}

@Article{np2008,
  title = {{Nonparametric Econometrics: The np Package}},
  author = {Tristen Hayfield and Jeffrey S. Racine},
  journal = {Journal of Statistical Software},
  year = {2008},
  volume = {27},
  number = {5},
  url = {https://www.jstatsoft.org/v27/i05/},
}

@Manual{orcutt2018,
  title = {{{{orcutt}}: Estimate Procedure in Case of First Order Autocorrelation}},
  author = {Spada Stefano and Matteo Quartagno and Marco Tamburini and David Robinson},
  year = {2018},
  url = {https://CRAN.R-project.org/package=orcutt},
}

@Book{plm2018,
  title = {{Panel Data Econometrics with {{R}}: the {{plm}} package}},
  author = {Yves Croissant and Giovanni Millo},
  publisher = {Wiley},
  year = {2018},
}

@Article{plm2008,
  title = {{Panel Data Econometrics in {{R}}: The {{plm}} Package}},
  author = {Yves Croissant and Giovanni Millo},
  journal = {Journal of Statistical Software},
  year = {2008},
  volume = {27},
  number = {2},
  pages = {1--43},
  doi = {10.18637/jss.v027.i02},
}

@Article{plm2017,
  title = {{Robust Standard Error Estimators for Panel Models: A Unifying Approach}},
  author = {Giovanni Millo},
  journal = {Journal of Statistical Software},
  year = {2017},
  volume = {82},
  number = {3},
  pages = {1--27},
  doi = {10.18637/jss.v082.i03},
}

@Book{plotly2020,
  author = {Carson Sievert},
  title = {{Interactive Web-Based Data Visualization with R, plotly, and shiny}},
  publisher = {Chapman and Hall/CRC},
  year = {2020},
  isbn = {9781138331457},
  url = {https://plotly-r.com},
}

@TechReport{rddtools2016,
  title = {{rddtools: A toolbox for regression discontinuity in R}},
  author = {Matthieu Stigler and Bastiaan Quast},
  institution = {The Graduate Institute},
  address = {Maison de la paix, Geneva, Switzerland},
  year = {2016},
  url = {https://qua.st/rddtools/},
}

@Book{rmarkdown2018,
  title = {{R Markdown: The Definitive Guide}},
  author = {Yihui Xie and J.J. Allaire and Garrett Grolemund},
  publisher = {Chapman and Hall/CRC},
  address = {Boca Raton, Florida},
  year = {2018},
  version = {ISBN 9781138359338},
  url = {https://bookdown.org/yihui/rmarkdown},
}

@Book{rmarkdown2020,
  title = {{R Markdown Cookbook}},
  author = {Yihui Xie and Christophe Dervieux and Emily Riederer},
  publisher = {Chapman and Hall/CRC},
  address = {Boca Raton, Florida},
  year = {2020},
  version = {ISBN 9780367563837},
  url = {https://bookdown.org/yihui/rmarkdown-cookbook},
}

@Article{sandwich2020,
  title = {{Various Versatile Variances: An Object-Oriented Implementation of Clustered Covariances in {{R}}}},
  author = {Achim Zeileis and Susanne K\"oll and Nathaniel Graham},
  journal = {Journal of Statistical Software},
  year = {2020},
  volume = {95},
  number = {1},
  pages = {1--36},
  doi = {10.18637/jss.v095.i01},
}

@Article{sandwich2004,
  title = {{Econometric Computing with {{HC}} and {{HAC}} Covariance Matrix Estimators}},
  author = {Achim Zeileis},
  journal = {Journal of Statistical Software},
  year = {2004},
  volume = {11},
  number = {10},
  pages = {1--17},
  doi = {10.18637/jss.v011.i10},
}

@Article{sandwich2006,
  title = {{Object-Oriented Computation of Sandwich Estimators}},
  author = {Achim Zeileis},
  journal = {Journal of Statistical Software},
  year = {2006},
  volume = {16},
  number = {9},
  pages = {1--16},
  doi = {10.18637/jss.v016.i09},
}

@Article{strucchange2002,
  title = {{strucchange: An R Package for Testing for Structural Change in Linear Regression Models}},
  author = {Achim Zeileis and Friedrich Leisch and Kurt Hornik and Christian Kleiber},
  journal = {Journal of Statistical Software},
  year = {2002},
  volume = {7},
  number = {2},
  pages = {1--38},
  url = {http://www.jstatsoft.org/v07/i02/},
}

@Article{strucchange2003,
  title = {{Testing and Dating of Structural Changes in Practice}},
  author = {Achim Zeileis and Christian Kleiber and Walter Kr\"amer and Kurt Hornik},
  journal = {Computational Statistics \& Data Analysis},
  year = {2003},
  volume = {44},
  pages = {109--123},
}

@Article{strucchange2006,
  title = {{Implementing a Class of Structural Change Tests: An Econometric Computing Approach}},
  author = {Achim Zeileis},
  journal = {Computational Statistics \& Data Analysis},
  year = {2006},
  volume = {50},
  pages = {2987--3008},
}

@Book{survival-book,
  title = {{Modeling Survival Data: Extending the {{C}}ox Model}},
  author = {{Terry M. Therneau} and {Patricia M. Grambsch}},
  year = {2000},
  publisher = {Springer},
  address = {New York},
  isbn = {0-387-98784-3},
}

@Book{urca2008,
  title = {{Analysis of Integrated and Cointegrated Time Series with R}},
  author = {B. Pfaff},
  publisher = {Springer},
  edition = {Second},
  address = {New York},
  year = {2008},
  version = {ISBN 0-387-27960-1},
  url = {http://www.pfaffikus.de},
}

@Article{vars2008a,
  title = {{VAR, SVAR and SVEC Models: Implementation Within {{R}} Package {{vars}}}},
  author = {Bernhard Pfaff},
  journal = {Journal of Statistical Software},
  year = {2008},
  volume = {27},
  number = {4},
  url = {http://www.jstatsoft.org/v27/i04/},
}

@Book{vars2008b,
  title = {{Analysis of Integrated and Cointegrated Time Series with R}},
  author = {B. Pfaff},
  publisher = {Springer},
  edition = {Second},
  address = {New York},
  year = {2008},
  version = {ISBN 0-387-27960-1},
  url = {http://www.pfaffikus.de},
}

@Article{zoo2005,
  title = {{zoo: S3 Infrastructure for Regular and Irregular Time Series}},
  author = {Achim Zeileis and Gabor Grothendieck},
  journal = {Journal of Statistical Software},
  year = {2005},
  volume = {14},
  number = {6},
  pages = {1--27},
  doi = {10.18637/jss.v014.i06},
}