Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

Original language	English
Title of host publication	General-to-SpecificModelling, Vol I
Editors	Julia Campos, Neil Ericsson, David Hendry
Publisher	Edward Elgar Publishing
Publication date	2005
Pages	512-553
ISBN (Print)	1 85278 669 8
Publication status	Published - 2005

Cite this

@inbook{7b9a1fd074c111dbbee902004c4f4f50,

title = "Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money",

author = "S{\o}ren Johansen and Katarina Juselius",

year = "2005",

language = "English",

isbn = "1 85278 669 8",

pages = "512--553",

editor = "Julia Campos and Neil Ericsson and David Hendry",

booktitle = "General-to-SpecificModelling, Vol I",

publisher = "Edward Elgar Publishing",

address = "United Kingdom",

}

TY - CHAP

T1 - Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money

AU - Johansen, Søren

AU - Juselius, Katarina

PY - 2005

Y1 - 2005

M3 - Book chapter

SN - 1 85278 669 8

SP - 512

EP - 553

BT - General-to-SpecificModelling, Vol I

A2 - Campos, Julia

A2 - Ericsson, Neil

A2 - Hendry, David

PB - Edward Elgar Publishing

ER -