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Modeling spatial price transmission in the grain markets of Ethiopia with an application of ARDL approach to white teff
16 references·1 citing·37 second hop
Modeling spatial price transmission in the grain markets of Ethiopia with an application of ARDL approach to white teff (2005)Modeling spatial price transmission in th…Bounds testing approaches to the analysis of level relationships (2001)Bounds testing approaches to …Spatial price transmission and asymmetry in the Ghanaian maize market (2000)Spatial price transmission an…Estimating asymmetric price transmission with the error correction representation: An application to the German pork market (1998)Estimating asymmetric price t…Food marketing and pricing policy in Eastern and Southern Africa: A survey (1997)Food marketing and pricing po…Farmers' Welfare and Changing Food Prices: Nonparametric Evidence from Rice in Madagascar (1996)Farmers' Welfare and Changing…Competitive Storage and Commodity Price Dynamics (1996)Competitive Storage and Commo…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Efficient inference on cointegration parameters in structural error correction models (1995)Efficient inference on cointe…Cointegration and market integration: An application to the Indonesian rice market (1994)Cointegration and market inte…Estimating long-run relationships in economics (1993)Estimating long-run relations…Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Co-integration, Error Correct…Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery (1991)Market Integration, Efficienc…The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)The Great Crash, the Oil Pric…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Testing Market Integration (1986)Testing Market IntegrationLikelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Bootstrapping the autoregressive distributed lag test for cointegration (2017)Bootstrapping the autoregress…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Statistical Inference in Instrumental Variables Regression with I(1) Processes (1990)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)Cointegration Vector Estimation by Panel DOLS and Long‐run Money Demand* (2003)An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis (2012)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Numerical distribution functions for unit root and cointegration tests (1996)Book Review: Time Series Analysis: Forecasting and Control (1977)Unit root tests in panel data: asymptotic and finite-sample properties (2002)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)The Theory of Commodity Price Stabilization: A Study in the Economics of Risk. (1983)On the Behaviour of Commodity Prices (1992)Storage and Commodity Markets. (1992)Commodity Prices and Growth in Africa (1999)Equilibrium Forward Curves for Commodities (2000)Stochastic Convenience Yield Implied from Commodity Futures and Interest Rates (2005)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)The saving and investment nexus for China: evidence from cointegration tests (2005)Environmental degradation in France: The effects of FDI, financial development, and energy innovations (2018)Investigating the EKC hypothesis with renewable energy consumption, human capital, globalization and trade openness for China: Evidence from augmented ARDL approach with a structural break (2020)Role of green technology innovation and renewable energy in carbon neutrality: A sustainable investigation from Turkey (2021)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)Statistical analysis of cointegration vectors (1988)MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)ARCH modeling in finance (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (1992)Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis (2002)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)
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References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing32,281 cited
  • 2001Bounds testing approaches to the analysis of level relationships21,232 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 cited
  • 1989The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis7,685 cited
  • 1993Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data1,761 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,585 cited
  • 1986Testing Market Integration662 cited
  • 1996Competitive Storage and Commodity Price Dynamics524 cited
  • 1993Estimating long-run relationships in economics402 cited
  • 1998Estimating asymmetric price transmission with the error correction representation: An application to the German pork market348 cited
  • 2000Spatial price transmission and asymmetry in the Ghanaian maize market329 cited
  • 1991Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery303 cited
  • 1996Farmers' Welfare and Changing Food Prices: Nonparametric Evidence from Rice in Madagascar252 cited
  • 1995Efficient inference on cointegration parameters in structural error correction models224 cited

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  • 1997Food marketing and pricing policy in Eastern and Southern Africa: A survey217 cited
  • 1994Cointegration and market integration: An application to the Indonesian rice market197 cited
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    • 2017Bootstrapping the autoregressive distributed lag test for cointegration652 cited