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Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present - MaRDI portal

Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present

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Publication:143023

DOI10.1111/J.1368-423X.2012.00392.XMaRDI QIDQ143023

Zheng‐Feng Guo, Mototsugu Shintani

Publication date: 1 October 2013

Published in: Econometrics Journal (Search for Journal in Brave)






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