desc <- packageDescription("bayesGARCH")
year <- sub(".*(2[[:digit:]]{3})-.*", "\\1", desc$Date)
vers <- paste("R package version", desc$Version)

citEntry(entry = "Manual",
  title = "bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations",
  author = personList(as.person("David Ardia")),
  year = year,
  note = vers,
  url = "http://CRAN.R-project.org/",
  textVersion =
  paste("Ardia, David (", year, ") 'bayesGARCH' ", vers, ".", sep = ""),
         header = "to cite the bayesGARCH package use:")

citEntry(entry = "Article",
  title = "A Markov-Chain Sampling Algorithm for GARCH Models",
  author = personList(as.person("Teruo Nakatsuma")),
  journal = "Studies in Nonlinear Dynamics and Econometrics",
  volume = "3",
  number = "2",
  pages = "107--117",
  year = "1998",
  note = "Algorithm 1",
  textVersion = "Nakatsuma, Teruo (1998) 'A Markov-Chain Sampling Algorithm for
  GARCH Models'. Studies in Nonlinear Dynamics and Econometrics 3(2):107-117. Algorithm 1.",
  header = "The intial algorithm for GARCH models:")

citEntry(entry = "incollection",
  title = "Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and Applications",
  author = personList(as.person("David Ardia")),
  editor = personList(as.person("G. Fandel"),as.person("Walter Trockel")),
  publisher = "Springer-Verlag",
  series = "Lecture Notes in Economics and Mathematical Systems",
  volume = "612",
  year = "2008",
  note = "ISBN: 978-3-540-78656-6, e-ISBN: 978-3-540-78657-3, DOI: 10.1007/978-3-540-78657-3",
  textVersion = "Ardia, David (2008) 'Financial Risk Management with Bayesian Estimation of GARCH Models: Theory and
  Application'. Springer (LNEMS 612), ISBN: 978-3-540-78656-6, e-ISBN: 978-3-540-78657-3, DOI: 10.1007/978-3-540-78657-3.",
  header = "A book giving further details on MCMC sampling schemes for GARCH models")

citEntry(entry = "Misc",
  title = "Bayesian Estimation of the GARCH(1,1) Model with Studen-t Innovations: the bayesGARCH R-package",
  author = personList(as.person("David Ardia")),
  note = "Working paper (forthcoming)",
  organization = "Department of Quantitative Economics",
  address = "University of Fribourg, Switzerland",
  year = "2008",
  textVersion = "Ardia, David (2008) 'Bayesian Estimation of the GARCH(1,1) Model
  with Studen-t Innovations: the bayesGARCH R-package'. Working paper (forthcoming), Department of Quantitative Economics,
  University of Fribourg, Switzerland.",
  header = "An article introducing the bayesGARCH R-package:")

citEntry(entry = "Article",
  title = "Bayesian Analysis of ARMA-GARCH Models: A Markov Chain Sampling Approach",
  author = personList(as.person("Teruo Nakatsuma")),
  journal = "Journal of Econometrics",
  volume = "95",
  number = "1",
  pages = "57--69",
  year = "2000",
  textVersion = "Nakatsuma, Teruo (2000) 'Bayesian Analysis of ARMA-GARCH Models: A Markov
  Chain Sampling Approach'. Journal of Econometrics 95(1):57-69.",
  header = "Complementary article for GARCH models:")

citEntry(entry = "Article",
  title = "Bayesian Estimation of the GARCH(1,1) Model with Normal Innovations",
  author = personList(as.person("David Ardia")),
  journal = "Student",
  volume = "5",
  number = "3--4",
  pages = "283--298",
  year = "2006",
  textVersion = "Ardia, David (2006) 'Bayesian Estimation of the GARCH(1,1) Model 
  with Normal Innovations'. Student 5(3-4):283-298.",
  header = "Complementary article for GARCH models:")
  
citEntry(entry = "Article",
  title = "Bayesian Treatment of the Independent Student-t Linear Model",
  author = personList(as.person("John F. Geweke")),
  journal = "Journal of Applied Econometrics",
  volume = "52",
  number = "8",
  pages = "S19--S40",
  year = "1993",
  note = "Supplement: Special Issue on Econometric Inference Using Simulation Techniques",
  textVersion = "Geweke, John F. (1993) 'Bayesian Treatment of the Independent 
  Student-t Linear Model'. Journal of Applied Econometrics 52(8):S19-S40. Supplement: Special Issue on Econometric 
  Inference Using Simulation Techniques",
  header = "Simulation of the degrees of freedom parameter:")
  
citEntry(entry = "Article",
  title = "A Flexible Prior Distribution for Marov Switching Autoregressions with Student-t Errors",
  author = personList(as.person("Philippe J. Deschamps")),
  journal = "Journal of Econometrics",
  volume = "133",
  number = "8",
  pages = "153--190",
  year = "2006",
  textVersion = "Deschamps, P. J. (2006) 'A Flexible Prior Distribution for Marov Switching 
  Autoregressions with Student-t Errors'. Journal of Econometrics 133:153-190.",
  header = "Complementary article for the simulation of the degrees of freedom parameter:")

