Likelihood Based Inference for Cointegration of Non-Stationary Time Series

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

  • Johansen, Søren
  • D.R. Cox (Editor)
  • Ole E. Barndorff-Nielsen (Editor)
  • David Hinkley (Editor)
Original languageEnglish
Title of host publicationLikelihood, Time Series with Econometric and other Applications
EditorsD. R. Cox, David Hinkley, Ole E. Barndorff-Nielsen
PublisherTaylor & Francis
Publication date1996
ISBN (Print)041272930X
Publication statusPublished - 1996

ID: 9973829