Advanced Search
MyIDEAS: Login to save this article or follow this journal

Maximum Likelihood Estimation of Cointegration Vectors: An Example of the Johansen Procedure

Contents:

Author Info

  • Hall, S G

Abstract

No abstract is available for this item.

Download Info

To our knowledge, this item is not available for download. To find whether it is available, there are three options:
1. Check below under "Related research" whether another version of this item is available online.
2. Check on the provider's web page whether it is in fact available.
3. Perform a search for a similarly titled item that would be available.

Bibliographic Info

Article provided by Department of Economics, University of Oxford in its journal Oxford Bulletin of Economics & Statistics.

Volume (Year): 51 (1989)
Issue (Month): 2 (March)
Pages: 213-18

as in new window
Handle: RePEc:bla:obuest:v:51:y:1989:i:2:p:213-18

Contact details of provider:
Postal: Manor Rd. Building, Oxford, OX1 3UQ
Email:
Web page: http://www.blackwellpublishing.com/journal.asp?ref=0305-9049
More information through EDIRC

Order Information:
Web: http://www.blackwellpublishing.com/subs.asp?ref=0305-9049

Related research

Keywords:

References

No references listed on IDEAS
You can help add them by filling out this form.

Citations

Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
as in new window

Cited by:
  1. Dibooglu, Selahattin & Enders, Walter, 2001. "Do Real Wages Respond Asymmetrically to Unemployment Shocks? Evidence from the U.S. and Canada," Journal of Macroeconomics, Elsevier, Elsevier, vol. 23(4), pages 495-515, October.
  2. Kanwar, Sunil, 2000. "Does the Dog Wag the Tail or the Tail the Dog? Cointegration of Indian Agriculture with Nonagriculture," Journal of Policy Modeling, Elsevier, Elsevier, vol. 22(5), pages 533-556, September.
  3. Sayyed Mahdi Ziaei, 2013. "Evaluating the Effects of Monetary Policy Shocks on GCC Countries," Economic Analysis and Policy (EAP), Queensland University of Technology (QUT), School of Economics and Finance, Queensland University of Technology (QUT), School of Economics and Finance, vol. 43(2), pages 195-215, September.
  4. Sinha, Dipendra, 1996. "Saving and Economic Growth in India," Economia Internazionale / International Economics, Camera di Commercio di Genova, vol. 49(4), pages 637-647.
  5. Alexakis, Panayotis & Apergis, Nicholas & Xanthakis, Emmanuel, 1997. "Integration of international capital markets: further evidence from EMS and non-EMS membership," Journal of International Financial Markets, Institutions and Money, Elsevier, Elsevier, vol. 7(3), pages 277-287, October.
  6. Luintel, K. B. & Paudyal, K., 1998. "Common stochastic trends between forward and spot exchange rates," Journal of International Money and Finance, Elsevier, Elsevier, vol. 17(2), pages 279-297, April.
  7. Mansor H. Ibrahim, 2004. "Integration or Segmentation of Malaysian Equity Market: An Analysis of Pre- and Post- Capital Controls," Finance, EconWPA 0411010, EconWPA.
  8. Mansor H. Ibrahim, 2006. "Stock prices and bank loan dynamics in a developing country: The case of Malaysia," Journal of Applied Economics, Universidad del CEMA, vol. 0, pages 71-89, May.
  9. repec:spo:wpecon:info:hdl:2441/1631 is not listed on IDEAS
  10. Erdal Karagol, 2002. "The Causality Analysis of External Debt Service and GNP : The Case of Turkey," Central Bank Review, Research and Monetary Policy Department, Central Bank of the Republic of Turkey, vol. 2(1), pages 39-64.
  11. Jian Yang, 2005. "Government bond market linkages: evidence from Europe," Applied Financial Economics, Taylor & Francis Journals, Taylor & Francis Journals, vol. 15(9), pages 599-610.
  12. Arip, Mohammad Affendy & Yee, Lau Sim & Abdul Karim, Bakri, 2010. "Export Diversification and Economic Growth in Malaysia," MPRA Paper 20588, University Library of Munich, Germany.
  13. Heyer, E. & Le Bihan, H. & Lerais, F., 1999. "Relation de Phillips, boucle prix-salaire : une estimation par la méthode de Johansen," Documents de Travail de l'OFCE, Observatoire Francais des Conjonctures Economiques (OFCE) 1999-01, Observatoire Francais des Conjonctures Economiques (OFCE).
  14. Massimiliano Marcellino & Grayham E. Mizon & Hans-Martin Krolzig, 2002. "A Markov-switching vector equilibrium correction model of the UK labour market," Empirical Economics, Springer, Springer, vol. 27(2), pages 233-254.
  15. Podivinsky, Jan M., 1998. "Testing misspecified cointegrating relationships," Economics Letters, Elsevier, Elsevier, vol. 60(1), pages 1-9, July.
  16. Valérie Chauvin & Gaël Dupont & Eric Heyer & Mathieu Plane & Xavier Timbeau, 2002. "Le modèle France de l'OFCE. La nouvelle version: e-mod.fr," Sciences Po publications info:hdl:2441/1631, Sciences Po.
  17. Pascalau, Razvan, 2007. "Productivity Shocks, Unemployment Persistence, and the Adjustment of Real Wages in OECD Countries," MPRA Paper 7222, University Library of Munich, Germany.
  18. Mansor H. IBRAHIM, 2006. "International Linkage Of Asean Stock Prices: An Analysis Of Response Asymmetries," Applied Econometrics and International Development, Euro-American Association of Economic Development, Euro-American Association of Economic Development, vol. 6(3).
  19. Marinova, Dora, 1995. "Spending on research and development and economic growth: a cointegration approach," Mathematics and Computers in Simulation (MATCOM), Elsevier, Elsevier, vol. 39(3), pages 347-352.
  20. Lin, Yan-Xia & McCrae, Michael & M. Gulati, Chandra, 1998. "Cointegration between exchange rates: a generalized linear cointegration model," Journal of Multinational Financial Management, Elsevier, Elsevier, vol. 8(2-3), pages 333-352, September.

Lists

This item is not listed on Wikipedia, on a reading list or among the top items on IDEAS.

Statistics

Access and download statistics

Corrections

When requesting a correction, please mention this item's handle: RePEc:bla:obuest:v:51:y:1989:i:2:p:213-18. See general information about how to correct material in RePEc.

For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Wiley-Blackwell Digital Licensing) or (Christopher F. Baum).

If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

If references are entirely missing, you can add them using this form.

If the full references list an item that is present in RePEc, but the system did not link to it, you can help with this form.

If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your profile, as there may be some citations waiting for confirmation.

Please note that corrections may take a couple of weeks to filter through the various RePEc services.