Implements cointegration/cotrending rank selection
algorithm in Guo and Shintani (2013) "Consistant
cotrending rank selection when both stochastic and nonlinear
deterministic trends are present".
The Econometrics Journal 16: 473-483
|Author||A. Christian Silva|
|Date of publication||2018-03-19 16:24:27 UTC|
|Maintainer||A. Christian Silva <[email protected]>|
|Package repository||View on CRAN|
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