MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY

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Natural Gas Consumption and Economic Growth: The Role of Foreign Direct Investment, Capital Formation and Trade Openness in Malaysia (2015, background): “Khan and Ahmad [28] deployed Johansen [22] and Johansen and Juselius [29] tests to investigate the connection between gas consumption per capita, gas price and real GDP per capita in Pakistan for the period, 1972-2007.”
Impact of urbanization growth on Malaysia CO2 emissions: Evidence from the dynamic relationship (2017, methodology): “The F-bounds test within the ARDL framework is utilized due to its ability to eradicate the incapacity of other techniques of co-integration (Engle & Granger [E-G], 1987, test, Johansen & Juselius, 1990, test).”
Autoregressive Distributed Lag (ARDL) cointegration technique: application and interpretation (2016, methodology): “Given the deficiencies associated with standard Johansen and Juselius(1990) cointegration procedure, it becomes imperative to explore Pesaran and Shin (1999) and Pesaran et al (1996b) proposed Autoregressive Distributed Lag (ARDL) approach to cointegration or bound procedure for a long-run…”
Tourism development and environmental degradation in the United States: evidence from wavelet-based analysis (2017, methodology): “, 2000, 2001) for cointegration and the Johansen and Juselius’s (1990) cointegration method.”