To cite package 'tsDyn' in publications use:

Stigler M (2019). “Nonlinear time series in R: Threshold cointegration with tsDyn.” In Vinod HD, Rao C (eds.), Handbook of Statistics, Volume 41, volume 42, 229-264. Elsevier. doi:10.1016/bs.host.2019.01.008, https://www.sciencedirect.com/science/article/pii/S0169716119300355.

Fabio Di Narzo A, Aznarte J, Stigler M (2009). tsDyn: Time series analysis based on dynamical systems theory. R package version 0.7.

Corresponding BibTeX entries:

  @InCollection{,
    title = {Nonlinear time series in R: Threshold cointegration with
      tsDyn},
    author = {Matthieu Stigler},
    volume = {42},
    pages = {229-264},
    year = {2019},
    editor = {Hrishikesh D. Vinod and C.R. Rao},
    publisher = {Elsevier},
    booktitle = {Handbook of Statistics, Volume 41},
    issn = {0169-7161},
    doi = {10.1016/bs.host.2019.01.008},
    url =
      {https://www.sciencedirect.com/science/article/pii/S0169716119300355},
  }

  @Manual{,
    title = {tsDyn: Time series analysis based on dynamical systems
      theory},
    author = {Antonio {Fabio Di Narzo} and Jose Luis Aznarte and
      Matthieu Stigler},
    year = {2009},
    note = {R package version 0.7},
  }