MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Authors
Søren Johansen, Katarina Jusélius
Journal
Oxford Bulletin of Economics and Statistics
Year Published
1990
Publisher
Wiley
Citations
14019 citations
Type
Article
Language
EN
Topics & Concepts
Abstract
MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY - Full text available via OpenAlex
Author Details
Søren Johansen
ORCIDKatarina Jusélius
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