PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure<sup>‡</sup> - Concepedia

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PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure<sup>‡</sup>

119

Citations

4

References

1989

Year

Stephen G. Hall

Oxford Bulletin of Economics and Statistics

Practitioners CornerEconomicsFinancial EconomicsMaximum Likelihood EstimationFinanceFinancial Time Series AnalysisCointegration VectorsExchange Rate MovementBusinessEconometricsForeign Exchange MarketStatisticsTime Series Econometrics

References

	Year	Citations

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