cotrend: Consistant Cotrend Rank Selection

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.

Install the latest version of this package by entering the following in R:
install.packages("cotrend")
AuthorA. Christian Silva
Date of publication2012-10-29 08:58:28
MaintainerA. Christian Silva <a.christian.silva@gmail.com>
LicenseGPL
Version1.0

View on CRAN

Questions? Problems? Suggestions? or email at ian@mutexlabs.com.

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