Likelihood Based Inference for Cointegration of Non-Stationary Time Series

Søren Johansen, D.R. Cox (Editor), Ole E. Barndorff-Nielsen (Editor), David Hinkley (Editor)

Original language	English
Title of host publication	Likelihood, Time Series with Econometric and other Applications
Editors	D. R. Cox, David Hinkley, Ole E. Barndorff-Nielsen
Publisher	Taylor & Francis
Publication date	1996
ISBN (Print)	041272930X
Publication status	Published - 1996

Cite this

Likelihood, Time Series with Econometric and other Applications. ed. / D. R. Cox; David Hinkley; Ole E. Barndorff-Nielsen. Taylor & Francis, 1996.

Research output: Chapter in Book/Report/Conference proceeding › Book chapter › Research

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