Nothing
cotrend: Consistent Co-Trending Rank Selection
Implements cointegration/co-trending rank selection algorithm in Guo and Shintani (2013) "Consistent co-trending rank selection when both stochastic and nonlinear deterministic trends are present". The Econometrics Journal 16: 473-483 <doi:10.1111/j.1368-423X.2012.00392.x>. Numbered examples correspond to Feb 2011 preprint <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.
Getting started
Browse package contents
Package details |
|
|---|---|
| Author | A. Christian Silva |
| Maintainer | A. Christian Silva <a.christian.silva@gmail.com> |
| License | GPL-3 |
| Version | 1.0.2 |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
|
Try the cotrend package in your browser
Any scripts or data that you put into this service are public.
