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
Standard
Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money. / Johansen, Søren; Juselius, Katarina.
General-to-SpecificModelling, Vol I. ed. / Julia Campos; Neil Ericsson; David Hendry. Edward Elgar Publishing, 2005. p. 512-553.Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research
Harvard
Johansen, S & Juselius, K 2005, Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money. in J Campos, N Ericsson & D Hendry (eds), General-to-SpecificModelling, Vol I. Edward Elgar Publishing, pp. 512-553.
APA
Johansen, S., & Juselius, K. (2005). Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money. In J. Campos, N. Ericsson, & D. Hendry (Eds.), General-to-SpecificModelling, Vol I (pp. 512-553). Edward Elgar Publishing.
Vancouver
Johansen S, Juselius K. Maximum Likelihood Estimation and Inference on Cointegration -with Applications to the Demand for Money. In Campos J, Ericsson N, Hendry D, editors, General-to-SpecificModelling, Vol I. Edward Elgar Publishing. 2005. p. 512-553
Author
Bibtex
@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",
}
RIS
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 -
ID: 60250