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Co‐Integration Analysis And The Determinants Of Land Prices: Comment

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  • T. A. Lloyd
  • A. J. Rayner

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  • T. A. Lloyd & A. J. Rayner, 1993. "Co‐Integration Analysis And The Determinants Of Land Prices: Comment," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 149-156, January.
    • Handle: RePEc:bla:jageco:v:44:y:1993:i:1:p:149-156
    DOI: 10.1111/j.1477-9552.1993.tb00258.x
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    References listed on IDEAS

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    1. Peter C.B. Phillips & Pierre Perron, 1986. "Testing for a Unit Root in Time Series Regression," Cowles Foundation Discussion Papers 795R, Cowles Foundation for Research in Economics, Yale University, revised Sep 1987.
    2. Boero, G. & Burridge, P., 1991. "A Simple Non-Parametric Test for a Unit Root," Discussion Papers 91-26, Department of Economics, University of Birmingham.
    3. Dickey, David A & Fuller, Wayne A, 1981. "Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root," Econometrica, Econometric Society, vol. 49(4), pages 1057-1072, June.
    4. D. Hallam & F. Machado & G. Rapsomanikis, 1992. "Co‐Integration Analysis And The Determinants Of Land Prices," Journal of Agricultural Economics, Wiley Blackwell, vol. 43(1), pages 28-37, January.
    5. Schwert, G. William, 1987. "Effects of model specification on tests for unit roots in macroeconomic data," Journal of Monetary Economics, Elsevier, vol. 20(1), pages 73-103, July.
    6. Nelson, Charles R. & Plosser, Charles I., 1982. "Trends and random walks in macroeconmic time series : Some evidence and implications," Journal of Monetary Economics, Elsevier, vol. 10(2), pages 139-162.
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    Cited by:

    1. Pieniadz, A. & Rudolph, D.W. & Wandel, J., 1998. "Analyse der Wettbewerbsprozesse in der polnischen Fleischindustrie seit Transformationsbeginn," Proceedings “Schriften der Gesellschaft für Wirtschafts- und Sozialwissenschaften des Landbaues e.V.”, German Association of Agricultural Economists (GEWISOLA), vol. 34.
    2. D. Schimmelpfennig & C. Thirtle, 1994. "Cointegration, And Causality: Exploring The Relationship Between Agricultural And Productivity," Journal of Agricultural Economics, Wiley Blackwell, vol. 45(2), pages 220-231, May.
    3. D. Hallam, 1993. "Co‐Integration Analysis And The Determinants Of Land Prices: Reply," Journal of Agricultural Economics, Wiley Blackwell, vol. 44(1), pages 157-159, January.
    4. Maurice J. Roche & Kieran McQuinn, 2000. "Speculation in agricultural land," Economics Department Working Paper Series n1010700, Department of Economics, National University of Ireland - Maynooth.
    5. Erickson, Kenneth & Harris, J. Michael & Hallahan, Charlie & Tulman, Sarah, 2015. "Cash Rents, Imputed Returns, and the Valuation of U.S. Farmland: A Test of the Present Value Model," 2015 AAEA & WAEA Joint Annual Meeting, July 26-28, San Francisco, California 205460, Agricultural and Applied Economics Association.
    6. Obi, Ajuruchukwu & van Schalkwyk, Herman D., 2006. "Recent Trends in Agricultural Land Prices in South Africa: A Preliminary Investigation Using Cointegration Analysis," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25234, International Association of Agricultural Economists.
    7. Rob Fraser, 1997. "Land Heterogeneity And The May 1992 Reform Of Cap Cereal Price Support," Journal of Agricultural Economics, Wiley Blackwell, vol. 48(1‐3), pages 65-70, January.

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