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-Specific Modelling, Vol I
Place of Publication	New York
Publisher	Edward Elgar Publishing
Publication date	2005
Pages	512-553
ISBN (Print)	1852786698
Publication status	Published - 2005

Cite this

@inbook{65311660cc9911dbbee902004c4f4f50,

title = "Maximum likelihood estimation and inference on cointegration: with applications to the demand for money",

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

note = "JEL Classification: C32, E41",

year = "2005",

language = "English",

isbn = "1852786698",

pages = "512--553",

booktitle = "General-to-Specific Modelling, Vol I",

publisher = "Edward Elgar Publishing",

address = "United Kingdom",

}