可参阅Johansen的权威之作
Johansen,S.and Juselius,K., Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52,1990, pp. 162-210.
可参阅Johansen的权威之作
Johansen,S.and Juselius,K., Maximum Likelihood Estimation and Inference on Cointegration with Applications to the Demand for Money. Oxford Bulletin of Economics and Statistics, 52,1990, pp. 162-210.