cotrend (1.0.2)

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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 . Numbered examples correspond to Feb 2011 preprint .

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

License: GPL-3

Uses: xts

Released 6 months ago.

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