A multivariate cointegration test of the law of one price for Canadian softwood lumber markets
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- Johansen, Soren, 1988. "Statistical analysis of cointegration vectors," Journal of Economic Dynamics and Control, Elsevier, vol. 12(2-3), pages 231-254.
- Rakhal Sarker, 1993. "A Maximum Likelihood Cointegration Analysis of Canadian Lumber Exports," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 41(1), pages 97-110, 03.
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- Jarque, Carlos M. & Bera, Anil K., 1980. "Efficient tests for normality, homoscedasticity and serial independence of regression residuals," Economics Letters, Elsevier, vol. 6(3), pages 255-259.
- Johansen, Soren & Juselius, Katarina, 1990. "Maximum Likelihood Estimation and Inference on Cointegration--With Applications to the Demand for Money," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. 52(2), pages 169-210, May.
- Engle, Robert & Granger, Clive, 2015.
"Co-integration and error correction: Representation, estimation, and testing,"
Publishing House "SINERGIA PRESS", vol. 39(3), pages 106-135.
- Engle, Robert F & Granger, Clive W J, 1987. "Co-integration and Error Correction: Representation, Estimation, and Testing," Econometrica, Econometric Society, vol. 55(2), pages 251-76, March.
- Delpachitra, S. B. & St Hill, R. L., 1994. "The law of one price: a test based on prices for selected inputs in New Zealand agriculture," Agricultural Economics, Blackwell, vol. 10(3), pages 297-305, May.
- Janaki R.R. Alavalapati & Wiktor L. Adamowicz & Martin K. Luckert, 1997. "A Cointegration Analysis of Canadian Wood Pulp Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(3), pages 975-986.
- Delpachitra, S. B. & Hill, R. L. St, 1994. "The law of one price: a test based on prices for selected inputs in New Zealand agriculture," Agricultural Economics of Agricultural Economists, International Association of Agricultural Economists, vol. 10(3), May.
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