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PRACTITIONERS CORNER: Maximum Likelihood Estimation of Cointegration Vectors: An Example of The Johansen Procedure‡
Data up to Jan 2025
Published1989
Citations123
References4
Total Citations Per Year
Abstract
References (4)
Co-Integration and Error Correction: Representation, Estimation, and Testing
1987 • 30,456 citations
Statistical analysis of cointegration vectors
1988 • 16,501 citations
TESTING NEO‐CLASSICAL THEORIES OF LABOUR DEMAND: AN APPLICATION OF COINTEGRATION TECHNIQUES
1986 • 82 citations
An Investigation of the Long-Run Properties of Aggregate Non-Durable Consumers' Expenditure in the United Kingdom
1989 • 63 citations
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