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May 1, 1990Oxford Bulletin of Economics and Statistics

Maximum Likelihood Estimation and Inference on Cointegration — With Applications to the Demand for Money

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SJSøren JohansenUniversity of CopenhagenKJKatarina JuséliusUniversity of Copenhagen

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Johansen et al. (1990) studied this question.

synapsesocial.com/papers/69d84c7705ee2ba81dbef83dhttps://doi.org/10.1111/j.1468-0084.1990.mp52002003.x
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