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Market efficiency of US grain markets: Application of cointegration tests
13 references·9 citing·27 second hop
Market efficiency of US grain markets: Application of cointegration tests (1998)Market efficiency of US grain markets: Ap…Testing for Cointegration in Linear Quadratic Models (1994)Testing for Cointegration in …A Comparison of Unit-Root Test Criteria (1994)A Comparison of Unit-Root Tes…An Empirical Analysis of Stock Prices in Major Asian Markets and the United States (1992)An Empirical Analysis of Stoc…COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA (1991)COINTEGRATION TESTS WITH DAIL…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Foreign exchange market efficiency and cointegration (1989)Foreign exchange market effic…Common Stochastic Trends in a System of Exchange Rates (1989)Common Stochastic Trends in a…Testing for a Unit Root in Time Series Regression (1988)Testing for a Unit Root in Ti…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…COINTEGRATION AND ERROR CORRECTION: REPRESENTATION (1987)COINTEGRATION AND ERROR CORRE…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…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…Machine learning predictions of China commodity price indices (2025)Machine learning predictions …Machine learning platinum price predictions (2025)Machine learning platinum pri…Forecasts of wholesale food price indices through Gaussian process regressions (2025)Forecasts of wholesale food p…Bayesian-Optimized Gaussian Process Calibration for Forecasting Carbon Allowance Prices in Tianjin (2025)Bayesian-Optimized Gaussian P…Steel price index forecasts through machine learning for northwest China (2024)Steel price index forecasts t…Platinum and palladium price forecasting through neural networks (2024)Platinum and palladium price …Wholesale Food Price Index Forecasts with the Neural Network (2023)Wholesale Food Price Index Fo…Scrap steel price forecasting with neural networks for east, north, south, central, northeast, and southwest China and at the national level (2023)Scrap steel price forecasting…Corn cash-futures basis forecasting via neural networks (2023)Corn cash-futures basis forec…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)Bounds testing approaches to the analysis of level relationships (2001)Time Series Regression with a Unit Root (1987)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Evidence on Weak Form Efficiency and Day of the Week Effect in the Indian Stock Market (1996)International portfolio diversification: US and Central European equity markets (2002)International equity market integration: Theory, evidence and implications (2004)Trends and random walks in macroeconmic time series (1982)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)A simple panel unit root test in the presence of cross‐section dependence (2007)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Tourism as a long-run economic growth factor: the Spanish case (2002)Testing for Error Correction in Panel Data* (2007)Do Natural Resources Fuel Authoritarianism? A Reappraisal of the Resource Curse (2011)A Decomposition of Global Linkages in Financial Markets Over Time (2004)The causal relationship between electricity consumption and economic growth in the ASEAN countries (2005)The nexus between carbon emissions, energy consumption and economic growth in Middle East countries: A panel data analysis (2013)Unit root tests in panel data: asymptotic and finite-sample properties (2002)Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Operating Flexibility, Global Manufacturing, and the Option Value of a Multinational Network (1994)Long memory processes and fractional integration in econometrics (1996)
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
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1981Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root14,647 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1987COINTEGRATION AND ERROR CORRECTION: REPRESENTATION1,262 cited
  • 1989Common Stochastic Trends in a System of Exchange Rates626 cited
  • 1994A Comparison of Unit-Root Test Criteria447 cited
  • 1992An Empirical Analysis of Stock Prices in Major Asian Markets and the United States280 cited
  • 1991COINTEGRATION TESTS WITH DAILY EXCHANGE RATE DATA123 cited
  • 1989Foreign exchange market efficiency and cointegration118 cited
  • 1994Testing for Cointegration in Linear Quadratic Models94 cited

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  • 2024Steel price index forecasts through machine learning for northwest China39 cited