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

B-Tier
Journal: Oxford Bulletin of Economics and Statistics
Year: 1989
Volume: 51
Issue: 2
Pages: 213-18

Authors (1)

Hall, S G (Bank of Greece)

Score contribution per author:

2.011 = (α=2.01 / 1 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

View on IDEAS/RePEc

Technical Details

RePEc Handle
repec:bla:obuest:v:51:y:1989:i:2:p:213-18
Journal Field
General
Author Count
1
Added to Database
2026-01-25