Adapting Johansen’s Estimation Method for Flexible Regime-dependent Cointegration Modelling
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Paper provided by European Association of Agricultural Economists in its series 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland with number 114461.Length:
Date of creation: 2011
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Handle: RePEc:ags:eaae11:114461
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Keywords: Research Methods/ Statistical Methods;This paper has been announced in the following NEP Reports:
- NEP-ALL-2011-10-15 (All new papers)
- NEP-ECM-2011-10-15 (Econometrics)
References
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- Gonzalo, Jesus, 1994. "Five alternative methods of estimating long-run equilibrium relationships," Journal of Econometrics, Elsevier, vol. 60(1-2), pages 203-233.
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- Abdulai, Awudu, 2000. "Spatial price transmission and asymmetry in the Ghanaian maize market," Journal of Development Economics, Elsevier, vol. 63(2), pages 327-349, December.
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