cotrend-internal

optJoint

optPaired

VN12

ct_aic

ct_hq

ct_bic

internal

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>.

A. Silva

cotrend

Consistent Co-Trending Rank Selection

cotrend-internal function

Internal cotrend functions — cotrend-internal

Internal cotrend functions

cotrend-internal: Internal cotrend functions

Description

Arguments