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The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade
16 references·0 citing·26 second hop
The world market for soybeans: price transmission into Brazil and effects from the timing of crop and trade (2007)The world market for soybeans: price tran…Critical Values for Cointegration Tests (2010)Critical Values for Cointegra…Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2008)Investigating Causal Relation…Cointegration for the Applied Economist (1996)Cointegration for the Applied…Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data. (1996)Co-Integration, Error Correct…Using Cointegration Analysis in Econometric Modelling (1995)Using Cointegration Analysis …Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Likelihood-Based Inference in…Long-Run Economic Relationships: Readings in Cointegration. (1993)Long-Run Economic Relationshi…On the Transmission of World Agricultural Prices (1992)On the Transmission of World …A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)A Note with Quantiles of the …MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…International Economics: Theory and Policy (1987)International Economics: Theo…International Economics: Theory and Policy (1987)International Economics: Theo…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…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…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Estimation of Common Long-Memory Components in Cointegrated Systems (1995)Numerical distribution functions for unit root and cointegration tests (1996)Residual-based tests for cointegration in models with regime shifts (1996)Statistical analysis of cointegration vectors (1988)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)A Monetary History of the United States 1867-1960 (1964)Time Series Analysis Forecasting and Control. (1971)Book Review: 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)The Causal Interpretation of Non-Triangular Systems of Economic Relations (1963)Causal Ordering and Identifiability (1977)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)To Explain or to Predict? (2010)Testing for Granger non-causality in heterogeneous panels (2012)Error‐correction Mechanism Tests for Cointegration in a Single‐equation Framework (1998)Introductory Econometrics for Finance (2008)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Generalized impulse response analysis in linear multivariate models (1998)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Oil and the Macroeconomy since World War II (1983)Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autoregressive Unit Root (1996)Testing for unit roots in heterogeneous panels (2003)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root26,976 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods23,139 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,677 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
  • 1995Likelihood-Based Inference in Cointegrated Vector Autoregressive Models5,336 cited
  • 2008Investigating Causal Relations by Econometric Models and Cross-Spectral Methods5,188 cited
  • 2010Critical Values for Cointegration Tests2,587 cited
  • 1992A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics12,570 cited
  • 1996Co-Integration, Error Correction, and the Econometric Analysis of Non- Stationary Data.1,585 cited
  • 1987International Economics: Theory and Policy1,337 cited
  • 1987International Economics: Theory and Policy1,289 cited
  • 1993Long-Run Economic Relationships: Readings in Cointegration.935 cited
  • 1995Using Cointegration Analysis in Econometric Modelling874 cited

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  • 1992On the Transmission of World Agricultural Prices288 cited
  • 1996Cointegration for the Applied Economist265 cited
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