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The program 'Pjohcoin' for applications of the co-integration tests of Johansen

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  • Vogelvang, E.

    (Vrije Universiteit Amsterdam, Faculteit der Economische Wetenschappen en Econometrie (Free University Amsterdam, Faculty of Economics Sciences, Business Administration and Economitrics)

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Suggested Citation

  • Vogelvang, E., 1990. "The program 'Pjohcoin' for applications of the co-integration tests of Johansen," Serie Research Memoranda 0084, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    • Handle: RePEc:vua:wpaper:1990-84
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    File URL: http://degree.ubvu.vu.nl/repec/vua/wpaper/pdf/19900084.pdf
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    References listed on IDEAS

    as
    1. Søren Johansen & Katarina Juselius, 1989. "The Full Information Maximum Likelihood Procedure for Inference on Cointegration - with Applications," Discussion Papers 89-11, University of Copenhagen. Department of Economics.
    2. Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
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