Consistent co‐trending rank selection when both stochastic and non‐linear deterministic trends are present
| Year of publication: |
2013
|
|---|---|
| Authors: | Zheng‐Feng Guo ; Shintani, Mototsugu |
| Published in: |
Econometrics Journal. - Royal Economic Society - RES. - Vol. 16.2013, 3, p. 473-484
|
| Publisher: |
Royal Economic Society - RES |