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Price Asymmetry in the International Wheat Market: Comment
10 references·0 citing·37 second hop
Price Asymmetry in the International Wheat Market: Comment (1996)Price Asymmetry in the International Whea…Exogeneity in Error Correction Models (1993)Exogeneity in Error Correctio…Cointegration, exogeneity, and policy analysis: An overview (1992)Cointegration, exogeneity, an…Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation (1991)Heteroskedasticity and Autoco…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models (1989)Investigation of production, …Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Pitfalls in the use of Time as an Explanatory Variable in Regression (1983)Pitfalls in the use of Time a…Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables (1982)Asymmetry in Retail, Wholesal…An Approach to Specifying and Estimating Nonreversible Functions (1977)An Approach to Specifying and…Positivistic Measures of Aggregate Supply Elasticities: Some New Approaches—Some Critical Notes (1971)Positivistic Measures of Aggr…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)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)The Farm‐Retail Price Spread in a Competitive Food Industry (1975)Econometric Models and Economic Forecasts (1990)Price Transmission and Asymmetric Adjustment in the U.S. Beef Sector (1999)Price transmission and asymmetric adjustment in the Spanish dairy sector (2003)Rockets and feathers: Understanding asymmetric pricing (2009)Investigating Causal Relations by Econometric Models and Cross-Spectral Methods (2010)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Oil prices and the rise and fall of the US real exchange rate (1998)Single-Equation Estimation of the Equilibrium Real Exchange Rate (1999)Foreign direct investment and growth in India: a cointegration approach (2002)Forecasting and testing in co-integrated systems (1987)Hidden Cointegration (2002)New Evidence on Asymmetric Gasoline Price Responses (2003)Asymmetric Price Transmission: A Survey (2004)Time Series Regression with a Unit Root (1987)Automatic Lag Selection in Covariance Matrix Estimation (1994)Emerging equity market volatility (1997)Bayesian Analysis of Stochastic Volatility Models (2002)Testing for Serial Correlation in Least-Squares Regression When Some of the Regressors are Lagged Dependent Variables (1970)Trends and random walks in macroeconmic time series (1982)Output and unemployment dynamics in the United States: 1950–1985 (1989)On the Casual Relationship between Government Expenditures and National Income (1990)RACE AND CRIME IN POSTWAR AMERICA: DETERMINANTS OF AFRICAN‐AMERICAN AND WHITE RATES, 1957–1988* (1992)Export Supply and Trade Reform: The Turkish Evidence (2004)Modeling the long-run sustainability of Turkish external debt with structural changes (2006)Dynamics of fiscal and current account deficits in Thailand: an empirical investigation (2007)Markup Pricing in a Dynamic Model of the Food Industry (1980)Price Transmission, Threshold Behavior, and Asymmetric Adjustment in the U.S. Pork Sector (2000)Analysis of Price Transmission Along the Food Chain (2005)Asymmetry in Farm‐Retail Price Transmission for Major Dairy Products (1987)Oil Price Shocks and the Macroeconomy: What Has Been Learned Since 1996 (2004)ECONOMETRIC MODELS OF ASYMMETRIC PRICE TRANSMISSION (2007)Bounds testing approaches to the analysis of level relationships (2001)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1991Heteroskedasticity and Autocorrelation Consistent Covariance Matrix Estimation4,039 cited
  • 1989Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models579 cited
  • 1982Asymmetry in Retail, Wholesale, and Shipping Point Pricing for Fresh Vegetables333 cited
  • 1977An Approach to Specifying and Estimating Nonreversible Functions295 cited
  • 1971Positivistic Measures of Aggregate Supply Elasticities: Some New Approaches—Some Critical Notes265 cited
  • 1992Cointegration, exogeneity, and policy analysis: An overview221 cited
  • 1983Pitfalls in the use of Time as an Explanatory Variable in Regression204 cited
  • 1993Exogeneity in Error Correction Models37 cited

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