Likelihood analysis of seasonal cointegration

Journal of Econometrics

Volumn 88, Issue 2, 1998, Pages 301-339

  Johansen, Søren ^a   Schaumburg, Ernst ^b  

^a EUROPEAN UNIVERSITY INSTITUTE   (Italy)

^b PRINCETON UNIVERSITY   (United States)

Author keywords

Autoregressive process; Complex Brownian motion; Error correction model; Granger's theorem

Indexed keywords

EID: 0000612352     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/S0304-4076(98)00035-9     Document Type: Article

References (14)

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