On the maximum likelihood cointegration procedure under a fractional equilibrium error
| Year of publication: |
1999
|
|---|---|
| Authors: | Andersson, Michael K. ; Gredenhoff, Mikael P. |
| Published in: |
Economics Letters. - Elsevier, ISSN 0165-1765. - Vol. 65.1999, 2, p. 143-147
|
| Publisher: |
Elsevier |