cotrend (1.0.1)

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Consistant Cotrend Rank Selection.

http://cran.r-project.org/web/packages/cotrend

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 . Numbered examples correspond to Feb 2011 preprint .

Maintainer: A. Christian Silva
Author(s): A. Christian Silva

License: GPL-3

Uses: xts

Released about 1 year ago.


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