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 languageEnglish
Title of host publicationGeneral-to-Specific Modelling, Vol I
Place of PublicationNew York
PublisherEdward Elgar Publishing
Publication date2005
Pages512-553
ISBN (Print)1852786698
Publication statusPublished - 2005

ID: 86431