Maximum likelihood estimation and inference on cointegration: with applications to the demand for money
Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Standard
Maximum likelihood estimation and inference on cointegration : with applications to the demand for money. / Johansen, Søren; Juselius, Katarina.
General-to-Specific Modelling, Vol I. New York : Edward Elgar Publishing, 2005. s. 512-553.Publikation: Bidrag til bog/antologi/rapport › Bidrag til bog/antologi › Forskning
Harvard
Johansen, S & Juselius, K 2005, Maximum likelihood estimation and inference on cointegration: with applications to the demand for money. i General-to-Specific Modelling, Vol I. Edward Elgar Publishing, New York, s. 512-553.
APA
Johansen, S., & Juselius, K. (2005). Maximum likelihood estimation and inference on cointegration: with applications to the demand for money. I General-to-Specific Modelling, Vol I (s. 512-553). Edward Elgar Publishing.
Vancouver
Johansen S, Juselius K. Maximum likelihood estimation and inference on cointegration: with applications to the demand for money. I General-to-Specific Modelling, Vol I. New York: Edward Elgar Publishing. 2005. s. 512-553
Author
Bibtex
@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",
}
RIS
TY - CHAP
T1 - Maximum likelihood estimation and inference on cointegration
T2 - with applications to the demand for money
AU - Johansen, Søren
AU - Juselius, Katarina
N1 - JEL Classification: C32, E41
PY - 2005
Y1 - 2005
M3 - Book chapter
SN - 1852786698
SP - 512
EP - 553
BT - General-to-Specific Modelling, Vol I
PB - Edward Elgar Publishing
CY - New York
ER -
ID: 86431