Implements cointegration/cotrending rank selection algorithm in Guo and Shintani(2011). Paper: "Consistant Cotrending rank selection when both stochastic and nonlinear deterministic trends are present", Preprint, Feb 2011.
|Author||A. Christian Silva|
|Date of publication||2012-10-29 08:58:28|
|Maintainer||A. Christian Silva <[email protected]>|
|Package repository||View on CRAN|
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