Maximum-Likelihood-Estimation and Inference on Cointegration - with Applications to the Demand for Money

Oxford Bulletin of Economics and StatisticsVolume 52, Issue 2 p. 169-210 Free Access MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY Søren Johansen, Søren Johansen Institute of Mathematical Statistics and Institute of Economics, University of CopenhagenSearch for more papers by this authorKatarina Juselius, Katarina Juselius Institute of Mathematical Statistics and Institute of Economics, University of CopenhagenSearch for more papers by this author Søren Johansen, Søren Johansen Institute of Mathematical Statistics and Institute of Economics, University of CopenhagenSearch for more papers by this authorKatarina Juselius, Katarina Juselius Institute of Mathematical Statistics and Institute of Economics, University of CopenhagenSearch for more papers by this author First published: May 1990 https://doi.org/10.1111/j.1468-0084.1990.mp52002003.xCitations: 6,040AboutPDF ToolsRequest permissionExport citationAdd to favoritesTrack citation ShareShare Give accessShare full text accessShare full-text accessPlease review our Terms and Conditions of Use and check box below to share full-text version of article.I have read and accept the Wiley Online Library Terms and Conditions of UseShareable LinkUse the link below to share a full-text version of this article with your friends and colleagues. Learn more.Copy URL Share a linkShare onFacebookTwitterLinked InRedditWechat Citing Literature Volume52, Issue2May 1990Pages 169-210 ReferencesRelatedInformation