Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector
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Volume (Year): 81 (1999)
Issue (Month): 3 ()
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- Hall, L.L. & Tomek, W.G. & Ruther, N.L. & Kyereme, S.S., 1981. "Case Studies in the Transmission of Farm Prices," Research Bulletins 181826, Cornell University, Department of Applied Economics and Management.
- Enders, Walter & Siklos, Pierre L, 2001.
"Cointegration and Threshold Adjustment,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 19(2), pages 166-176, April.
- Tom Doan, "undated". "ENDERSIKLOS: RATS procedure to perform Enders-Siklos test for cointegration with threshold effect," Statistical Software Components RTS00064, Boston College Department of Economics.
- Tom Doan, "undated". "RATS programs to replicate Enders-Siklos(2001) JBES paper on threshold cointegration," Statistical Software Components RTZ00053, Boston College Department of Economics.
- Hahn, William F., 1990. "Price Transmission Asymmetry in Pork and Beef Markets," Journal of Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 4.
- Siklos, Pierre L. & Granger, Clive W.J., 1997. "Regime-Sensitive Cointegration With An Application To Interest-Rate Parity," Macroeconomic Dynamics, Cambridge University Press, vol. 1(03), pages 640-657, September.
- Siklos, P.L. & Granger, C.W.J., 1997. "Regime Sensitive Cointegration with an Application to Interest rate Parity," Working Papers 97-5, Wilfrid Laurier University, Department of Economics.
- Enders, Walter & Siklos, Pierre L., 1998. "Cointegration and Threshold Adjustment," ISU General Staff Papers 199810010700001306, Iowa State University, Department of Economics. Full references (including those not matched with items on IDEAS)
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