SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Farmed fish to supermarket: Testing for price leadership and price transmission in the salmon supply chain
16 references·1 citing·24 second hop
Farmed fish to supermarket: Testing for price leadership and price transmission in the salmon supply chain (2017)Farmed fish to supermarket: Testing for p…The Value of Product Attributes, Brands and Private Labels: An Analysis of Frozen Seafood in Germany (2015)The Value of Product Attribut…Generalizations of the KPSS‐test for stationarity (2004)Generalizations of the KPSS‐t…Efficient Tests for an Autoregressive Unit Root (1996)Efficient Tests for an Autore…Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present (1994)Finite Sample Properties of L…A Primer on Cointegration with an Application to Money and Income (1994)A Primer on Cointegration wit…FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION (1993)FINITE‐SAMPLE SIZES OF JOHANS…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…Efficient Tests for an Autoregressive Unit Root (1992)Efficient Tests for an Autore…Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models (1991)Estimation and Hypothesis Tes…MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY (1990)MAXIMUM LIKELIHOOD ESTIMATION…Statistical analysis of cointegration vectors (1988)Statistical analysis of coint…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Some properties of time series data and their use in econometric model specification (1981)Some properties of time serie…Markup Pricing in a Dynamic Model of the Food Industry (1980)Markup Pricing in a Dynamic M…Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Distribution of the Estimator…Some empirical evidence on commodity arbitrage and the law of one price (1978)Some empirical evidence on co…An Overview of Retail Sales of Seafood in the USA, 2017–2019 (2021)An Overview of Retail Sales o…Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)A Comparative Study of Unit Root Tests with Panel Data and a New Simple Test (1999)Unit root tests for panel data (2001)Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework (2014)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)A Note with Quantiles of the Asymptotic Distribution of the Maximum Likelihood Cointegration Rank Test Statistics1 (1992)Unit root tests in panel data: asymptotic and finite-sample properties (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)Time Series Regression with a Unit Root (1987)LAG Length Selection and the Construction of Unit Root Tests with Good Size and Power (2001)A simple panel unit root test in the presence of cross‐section dependence (2007)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Modeling Regional Interdependencies Using a Global Error-Correcting Macroeconometric Model (2004)CO2 emissions, energy consumption, and output in France (2007)An econometric study of CO2 emissions, energy consumption, income and foreign trade in Turkey (2009)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)
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
  • 1988Statistical analysis of cointegration vectors17,038 cited
  • 1990MAXIMUM LIKELIHOOD ESTIMATION AND INFERENCE ON COINTEGRATION — WITH APPLICATIONS TO THE DEMAND FOR MONEY14,047 cited
  • 1992Testing the null hypothesis of stationarity against the alternative of a unit root12,634 cited
  • 1991Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models11,146 cited
  • 1996Efficient Tests for an Autoregressive Unit Root5,637 cited
  • 1992Efficient Tests for an Autoregressive Unit Root4,234 cited
  • 1981Some properties of time series data and their use in econometric model specification2,406 cited
  • 1993FINITE‐SAMPLE SIZES OF JOHANSEN's LIKELIHOOD RATIO TESTS FOR COINTEGRATION1,206 cited
  • 1994A Primer on Cointegration with an Application to Money and Income424 cited
  • 1978Some empirical evidence on commodity arbitrage and the law of one price296 cited
  • 2004Generalizations of the KPSS‐test for stationarity223 cited
  • 1980Markup Pricing in a Dynamic Model of the Food Industry223 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

1994
Finite Sample Properties of Likelihood Ratio Tests for Cointegrating Ranks when Linear Trends are Present
154 cited
  • 2015The Value of Product Attributes, Brands and Private Labels: An Analysis of Frozen Seafood in Germany105 cited
  • Cited by

    • 2021An Overview of Retail Sales of Seafood in the USA, 2017–201963 cited