Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model

Soren Johansen and Morten Nielsen

Econometrica, 2012, vol. 80, issue 6, 2667-2732

Date: 2012
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Working Paper: Likelihood inference for a fractionally cointegrated vector autoregressive model (2010)
Working Paper: Likelihood Inference for a Fractionally Cointegrated Vector Autoregressive Model (2010)
Working Paper: Likelihood Inference For A Fractionally Cointegrated Vector Autoregressive Model (2010)
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