MAXIMUM-LIKELIHOOD-ESTIMATION AND INFERENCE ON COINTEGRATION - WITH APPLICATIONS TO THE DEMAND FOR MONEY

被引：5903

作者：

JOHANSEN, S ^{[1
]}

JUSELIUS, K ^{[1
]}

机构：

[1] UNIV COPENHAGEN,INST ECON,DK-1168 COPENHAGEN,DENMARK

来源：

关键词：

D O I：

10.1111/j.1468-0084.1990.mp52002003.x

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

[No abstract available]

引用

页码：169 / 210

页数：42

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SIMS A, 1986, INFERENCE LINEAR TIM

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STOCK, JH .

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