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Cointegration and market integration: An application to the Indonesian rice market
16 references·15 citing·29 second hop
Cointegration and market integration: An application to the Indonesian rice market (1994)Cointegration and market integration: An …Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Forecasting in cointegrated systems (1995)Forecasting in cointegrated s…Journal of international money and finance (1991)Journal of international mone…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Integration of Spatial Markets (1990)Integration of Spatial MarketsMarket efficiency and cointegration: an application to the sterling and deutschemark exchange markets (1989)Market efficiency and cointeg…Cointegrated Economic Time Series: A Survey With New Results (1989)Cointegrated Economic Time Se…Testing for Common Trends (1988)Testing for Common TrendsStatistical analysis of cointegration vectors (1988)Statistical analysis of coint…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing Market Integration (1986)Testing Market IntegrationSome properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Distribution of the Estimator…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Investigating Causal Relations by Econometric Models and Cross-spectral Methods (1969)Investigating Causal Relation…Electronic Commerce, Spatial Arbitrage, and Market Efficiency (2016)Electronic Commerce, Spatial …Rice market integration and food security in Nepal: The role of cross-border trade with India (2010)Rice market integration and f…Revisiting structural change and market integration in late 19th century American capital markets (2007)Revisiting structural change …Estimating the Degree of Market Integration (2007)Estimating the Degree of Mark…Modelling trends in food market integration: Method and an application to Tanzanian maize markets (2006)Modelling trends in food mark…Spatial Integration of Maize Markets in Post-liberalised Uganda (2004)Spatial Integration of Maize …Market Emergence and Transition: Arbitrage, Transaction Costs, and Autarky in China's Grain Markets (2002)Market Emergence and Transiti…The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market (2001)The Extent, Pattern, and Degr…Chapter 17 Spatial price analysis (2001)Chapter 17 Spatial price anal…Spatial price dynamics and integration in russian food markets (1999)Spatial price dynamics and in…Tsarist Russia and the World Wheat Market (1998)Tsarist Russia and the World …Spatial integration, transport costs, and the response of local prices to policy changes in Ghana (1998)Spatial integration, transpor…Testing for food market integration revisited (1997)Testing for food market integ…The Spatial Integration of Livestock Markets in Niger (1996)The Spatial Integration of Li…On market integration and liberalisation: Method and application to Ethiopia (1995)On market integration and lib…THE POWER OF COINTEGRATION TESTS (1992)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Time Series Analysis: Forecasting and Control (1977)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Macroeconomics and Reality (1980)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Introductory Econometrics for Finance (2008)Spatial and temporal price and allocation models (1971)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Poverty and Famines: An Essay on Entitlement and Deprivation. (1982)Transfer Costs, Spatial Arbitrage, and Testing for Food Market Integration (1997)Distinguishing between Equilibrium and Integration in Spatial Price Analysis (2002)Returns to social network capital among traders (2002)Fractional Brownian Motions, Fractional Noises and Applications (1968)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)Long memory processes and fractional integration in econometrics (1996)The contribution of tourism development to economic growth in the Korean economy (2003)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 2010Critical Values for Cointegration Tests2,569 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1986Testing Market Integration662 cited
  • 1988Testing for Common Trends428 cited
  • 1989Market efficiency and cointegration: an application to the sterling and deutschemark exchange markets408 cited
  • 1991Journal of international money and finance303 cited
  • 1995Forecasting in cointegrated systems279 cited
  • 1990Integration of Spatial Markets199 cited

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  • 1989Cointegrated Economic Time Series: A Survey With New Results84 cited
  • Cited by

    • 1995On market integration and liberalisation: Method and application to Ethiopia186 cited
    • 1998Spatial integration, transport costs, and the response of local prices to policy changes in Ghana165 cited
    • 2002Market Emergence and Transition: Arbitrage, Transaction Costs, and Autarky in China's Grain Markets165 cited
    • 2001The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market162 cited
    • 2006Modelling trends in food market integration: Method and an application to Tanzanian maize markets148 cited
    • 1997Testing for food market integration revisited116 cited
    • 2001Chapter 17 Spatial price analysis113 cited
    • 1996The Spatial Integration of Livestock Markets in Niger112 cited
    • 2004Spatial Integration of Maize Markets in Post-liberalised Uganda95 cited
    • 1998Tsarist Russia and the World Wheat Market90 cited
    • 2007Estimating the Degree of Market Integration74 cited
    • 2010Rice market integration and food security in Nepal: The role of cross-border trade with India66 cited
    • 1999Spatial price dynamics and integration in russian food markets66 cited
    • 2016Electronic Commerce, Spatial Arbitrage, and Market Efficiency35 cited
    • 2007Revisiting structural change and market integration in late 19th century American capital markets23 cited