Likelihood Analysis of Seasonal Cointegration

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Likelihood Analysis of Seasonal Cointegration

JOHANSEN, Soren; SCHAUMBURG, Ernst
Title: Likelihood Analysis of Seasonal Cointegration
Author: JOHANSEN, Soren; SCHAUMBURG, Ernst
Date: 1997
Publisher: European University Institute
Series/Report no.: EUI ECO; 1997/16
URI: http://hdl.handle.net/1814/625

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  • ECO Working Papers
    Working Papers of the Economics Department of the EUI. ISSN 1725-6704