Maximum Likelihood Estimation And Inference On Cointegration

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Hello sir, is there any one can give me here PDF of Maximum Likelihood Estimation and Inference on Cointegration?

[shikha]

The Maximum Likelihood Estimation and Inference on Cointegration is written by Johansen, S. and K. Juselius.

Johansen, S. and K. Juselius in 1990 released the Maximum Likelihood Estimation and Inference on Cointegration with Applications to Demand for Money Oxford Bulletin of Economics and Statistics 52, 169-210

The Johansen technique to estimate cointegration in a monetary exchange rate model modified for real exchange rate fluctuations and applied to seven inflationary OECD countries.

Here is PDF of Maximum Likelihood Estimation and Inference on Cointegration
Maximum Likelihood Estimation and Inference on Cointegration





Maximum likelihood estimation of cointegration in exchange rate models for seven inflationary OECD countries
David O.Cushman Sang Sub Lee
Thorsteinn Thorgeirsson


Journal detail:

Original language English
Journal Oxford Bulletin of Economics and Statistics
Volume 52
Pages (from-to) 169-210
Number of pages 42
ISSN 0305-9049
State Published 1990