The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications
Year of publication: |
1989-03
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Authors: | Johansen, Søren ; Juselius, Katarina |
Institutions: | Økonomisk Institut, Københavns Universitet |
Subject: | cointegration | error correction | maximum likelihood estimation | likelihood ratio test | vector autoregressive processes | money demand | Denmark | Finland |
Series: | |
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Type of publication: | Book / Working Paper |
Notes: | Published as: "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money", in: Oxford Bulletin of Economics and Statistics, 1990, 52(2), pp. 169-210 Number 89-11 43 pages |
Source: |
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Johansen, Søren, (1988)
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