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r / packages / r-cotrend

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 <doi:10.1111/j.1368-423X.2012.00392.x>. Numbered examples correspond to Feb 2011 preprint <http://www.fas.nus.edu.sg/ecs/events/seminar/seminar-papers/05Apr11.pdf>.

Type Size Name Uploaded Downloads Labels
conda 46.1 kB | noarch/r-cotrend-1.0.2-r43h142f84f_0.tar.bz2  1 year and 1 month ago 21 main
conda 45.6 kB | noarch/r-cotrend-1.0.2-r42h142f84f_0.tar.bz2  2 years and 8 months ago 55 main
conda 45.8 kB | noarch/r-cotrend-1.0.1-r36h6115d3f_0.tar.bz2  4 years and 11 months ago 121 main

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