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

DOI10.1111/j.1368-423x.2012.00392.xMaRDI QIDQ143023

Zheng‐Feng Guo, Mototsugu Shintani

Publication date: 1 October 2013

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

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