MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY
Oxford Bulletin of Economics and Statistics· 1990-05-01· article· 14,047 citationsclosed
Monetary Policy and Economic ImpactEconomic theories and modelsDiverse Scientific and Economic Studies
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Søren Johansen, Katarina Jusélius (1990). MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY. Oxford Bulletin of Economics and Statistics. https://doi.org/10.1111/j.1468-0084.1990.mp52002003.x
@article{sren1990maximum,
title = {MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY},
author = {Johansen, Søren and Jusélius, Katarina},
year = {1990},
journal = {Oxford Bulletin of Economics and Statistics},
doi = {10.1111/j.1468-0084.1990.mp52002003.x}
}Citations in this library
Stored only when both papers are in the corpus — 14,047 citations exist upstream.
References
1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models