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

    Research output: Chapter in Book/Report/Conference proceedingBook chapterResearch

    Original languageEnglish
    Title of host publicationGeneral-to-SpecificModelling, Vol I
    EditorsJulia Campos, Neil Ericsson, David Hendry
    PublisherEdward Elgar Publishing
    Publication date2005
    Pages512-553
    ISBN (Print)1 85278 669 8
    Publication statusPublished - 2005

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