On the maximum likelihood cointegration procedure under a fractional equilibrium error
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References listed on IDEAS
- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Boswijk, Peter & Franses, Philip Hans, 1992. "Dynamic Specification and Cointegration," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 54(3), pages 369-381, August.
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- Erik Hjalmarsson & Pär Österholm, 2010.
"Testing for cointegration using the Johansen methodology when variables are near-integrated: size distortions and partial remedies,"
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