Package: cotrend
Type: Package
Title: Consistant Cotrend Rank Selection
Version: 1.0.1
Date: 2018-03-18
Author: A. Christian Silva
Maintainer: A. Christian Silva <a.christian.silva@gmail.com>
Description: 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 
        <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>.
Depends: xts
License: GPL-3
LazyLoad: yes
Packaged: 2018-03-19 15:42:48 UTC; csilva
Repository: CRAN
Date/Publication: 2018-03-19 16:24:27 UTC
RoxygenNote: 6.0.1
NeedsCompilation: no
