cotrend (1.0.1)

Consistant Cotrend Rank Selection.

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 almost 2 years ago.