# -------------------------------------------- # CITATION file created with {cffr} R package # See also: https://docs.ropensci.org/cffr/ # -------------------------------------------- cff-version: 1.2.0 message: 'To cite package "micvar" in publications use:' type: software license: GPL-3.0-or-later title: 'micvar: Order Selection in Vector Autoregression by Mean Square Information Criteria' version: 0.1.0 doi: 10.32614/CRAN.package.micvar abstract: Implements order selection for Vector Autoregressive (VAR) models using the Mean Square Information Criterion (MIC). Unlike standard methods such as AIC and BIC, MIC is likelihood-free. This method consistently estimates VAR order and has robust performance under model misspecification. For more details, see Hellstern and Shojaie (2025) . authors: - family-names: Hellstern given-names: Michael email: mikeh1@uw.edu repository: https://mikehellstern.r-universe.dev commit: 04d5026410c60770d6dadda3492f26cb106c198b date-released: '2025-12-08' contact: - family-names: Hellstern given-names: Michael email: mikeh1@uw.edu