Cointegration Tests of Spatial and Variety Price Linkages in Regional Dry Bean Markets
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|Date of creation:||1997|
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- 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 1057-72, June.
- Engle, R. F. (Robert F.) & Issler, João Victor, 1994.
"Estimating sectoral cycles using cointegration and common features,"
Economics Working Papers (Ensaios Economicos da EPGE)
232, FGV/EPGE Escola Brasileira de Economia e Finanças, Getulio Vargas Foundation (Brazil).
- 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.
- 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(02), December.
- 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.
- Kesavan, T. & Aradhyula, Satheesh V. & Johnson, Stanley R., 1992. "Dynamics and Price Volatility in Farm-Retail Livestock Price Relationships," Staff General Research Papers 549, Iowa State University, Department of Economics.
- 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.
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