Identifying, estimating and testing restricted cointegrated systems: An overview

Statistica Neerlandica

Volumn 58, Issue 4, 2004, Pages 440-465

  Peter Boswijk, H ^a   Doornik, Jurgen A ^b  

^a UNIVERSITY OF AMSTERDAM   (Netherlands)

^b NUFFIELD COLLEGE   (United Kingdom)

Author keywords

Asymptotic mixed normal distribution; Error correction models; Identification; Likelihood ratio test; Maximum likelihood; Money demand

Indexed keywords

EID: 10944262489     PISSN: 00390402     EISSN: None     Source Type: Journal    
DOI: 10.1111/j.1467-9574.2004.00270.x     Document Type: Article

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