PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure‡
- 1 May 1989
- journal article
- Published by Wiley in Oxford Bulletin of Economics and Statistics
- Vol. 51 (2) , 213-218
- https://doi.org/10.1111/j.1468-0084.1989.mp51002006.x
Abstract
No abstract availableKeywords
This publication has 2 references indexed in Scilit:
- Statistical analysis of cointegration vectorsJournal of Economic Dynamics and Control, 1988
- Co-Integration and Error Correction: Representation, Estimation, and TestingEconometrica, 1987