On the properties of likelihood analysis for cointegrated systems : a theoretical and empirical investigation

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On the properties of likelihood analysis for cointegrated systems : a theoretical and empirical investigation

KOSTIAL, Kristina
Title: On the properties of likelihood analysis for cointegrated systems : a theoretical and empirical investigation
Author: KOSTIAL, Kristina
Date: 1995
Citation: Florence, European University Institute, 1995
Series/Report no.: EUI PhD theses; Department of Economics
URI: http://hdl.handle.net/1814/4983

Description:

 
Defence date: 24 November 1995
 
Examining board: Prof. Juan Dolado, CEMFI, Madrid ; Prof. Niels Haldrup, University of Aarhus ; Prof. Helmut Lütkepohl, Humboldt University Berlin ; Prof. Grayham Mizon, E.U.I., Supervisor ; Prof. Mark Salmon, E.U.I.
 

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