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Cointegration Tests of Spatial and Variety Price Linkages in Regional Dry Bean Markets

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  • Liang, Chyi-Lyi (Kathleen)
  • Feuz, Dillon M.
  • Taylor, R. Garth

Abstract

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Suggested Citation

  • Liang, Chyi-Lyi (Kathleen) & Feuz, Dillon M. & Taylor, R. Garth, 1997. "Cointegration Tests of Spatial and Variety Price Linkages in Regional Dry Bean Markets," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35787, Western Agricultural Economics Association.
  • Handle: RePEc:ags:waeare:35787
    DOI: 10.22004/ag.econ.35787
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    File URL: https://ageconsearch.umn.edu/record/35787/files/waeasp42.pdf
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    References listed on IDEAS

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    1. Robert F. Engle & Joao Victor Issler, 1993. "Estimating Sectoral Cycles Using Cointegration and Common Features," NBER Working Papers 4529, National Bureau of Economic Research, Inc.
    2. Barry K. Goodwin & Ted C. Schroeder, 1991. "Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 452-464.
    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. Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships," Staff General Research Papers Archive 549, Iowa State University, Department of Economics.
    5. Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics And Price Volatility In Farm-Retail Livestock Price Relationships," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 17(2), pages 1-14, December.
    6. Granger, C. W. J., 1981. "Some properties of time series data and their use in econometric model specification," Journal of Econometrics, Elsevier, vol. 16(1), pages 121-130, May.
    7. Scott J. Brown & N. Edward Coulson & Robert F. Engle, 1990. "Non-Cointegration and Econometric Evaluation of Models of Regional Shift and Share," NBER Working Papers 3291, National Bureau of Economic Research, Inc.
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    Cited by:

    1. Flores, Hector & Villalobos, J. Rene, 2013. "Using market intelligence for the opportunistic shipping of fresh produce," International Journal of Production Economics, Elsevier, vol. 142(1), pages 89-97.

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