Johansen, S. (1995). Likelihood based inference in cointegrated vector autoregressive models: Advanced texts in econometrics. Oxford University Press.
Chicago Style (17th ed.) CitationJohansen, Søren. Likelihood Based Inference in Cointegrated Vector Autoregressive Models: Advanced Texts in Econometrics. Oxford: Oxford University Press, 1995.
MLA (9th ed.) CitationJohansen, Søren. Likelihood Based Inference in Cointegrated Vector Autoregressive Models: Advanced Texts in Econometrics. Oxford University Press, 1995.
Warning: These citations may not always be 100% accurate.