To cite 'nse' in publications use:
Ardia D, Bluteau K (2017). “nse: Computation of numerical standard errors in R.” Journal of Open Source Software, 10(2). doi:10.21105/joss.00172.
Ardia D, Bluteau K, Hoogerheide L (2018). “Methods for computing numerical standard errors: Review and application to Value-at-Risk estimation.” Journal of Time Series Econometrics, 10(2), 1-9. doi:10.1515/jtse-2017-0011.
Corresponding BibTeX entries:
@Article{,
title = {{nse}: {C}omputation of numerical standard errors in {R}},
author = {David Ardia and Keven Bluteau},
journal = {Journal of Open Source Software},
year = {2017},
volume = {10},
number = {2},
doi = {10.21105/joss.00172},
}
@Article{,
title = {Methods for computing numerical standard errors: Review
and application to {V}alue-at-{R}isk estimation},
author = {David Ardia and Keven Bluteau and Lennart Hoogerheide},
year = {2018},
journal = {Journal of Time Series Econometrics},
volume = {10},
number = {2},
pages = {1-9},
doi = {10.1515/jtse-2017-0011},
}
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