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Rare whiskies' market: new Eldorado for investors and collectors?
16 references·0 citing·27 second hop
Rare whiskies' market: new Eldorado for investors and collectors? (2023)Rare whiskies' market: new Eldorado for i…Buying Beauty: On Prices and Returns in the Art Market (2012)Buying Beauty: On Prices and …Art and Money (2011)Art and MoneyArt as an Investment and the Underperformance of Masterpieces (2002)Art as an Investment and the …Measuring Returns on Investments in Collectibles (1999)Measuring Returns on Investme…Unnatural Value: or Art Investment as Floating Crap Game (1997)Unnatural Value: or Art Inves…Numerical distribution functions for unit root and cointegration tests (1996)Numerical distribution functi…Art as an investment: The market for modern prints (1993)Art as an investment: The mar…Accounting for taste: Art and the financial markets over three centuries (1993)Accounting for taste: Art and…Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Testing the null hypothesis o…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…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…Some recent development in a concept of causality (1988)Some recent development in a …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)A Simple Estimator of Cointegrating Vectors in Higher Order Integrated Systems (1993)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Distribution of the Estimators for Autoregressive Time Series With a Unit Root (1979)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)Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Trends and random walks in macroeconmic time series (1982)A simple panel unit root test in the presence of cross‐section dependence (2007)Numerical distribution functions of likelihood ratio tests for cointegration (1999)Critical Values for Cointegration Tests (2010)Does financial development cause economic growth? Time-series evidence from 16 countries (1996)The long-run and causal analysis of energy, growth, openness and financial development on carbon emissions in Turkey (2012)Determinants of CO2 emissions in the European Union: The role of renewable and non-renewable energy (2016)PANEL COINTEGRATION: ASYMPTOTIC AND FINITE SAMPLE PROPERTIES OF POOLED TIME SERIES TESTS WITH AN APPLICATION TO THE PPP HYPOTHESIS (2004)Oil and the Macroeconomy since World War II (1983)Giving Content to Investor Sentiment: The Role of Media in the Stock Market (2007)Testing for Granger non-causality in heterogeneous panels (2012)Entertainment industry economics: a guide for financial analysis (2007)Anchoring Effects: Evidence from Art Auctions (2009)
this work references cited by second hop

References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods22,971 cited
  • 1988Testing for a Unit Root in Time Series Regression19,288 cited
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  • 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
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  • 1996Numerical distribution functions for unit root and cointegration tests3,119 cited
  • 1988Some recent development in a concept of causality2,982 cited
  • 2002Art as an Investment and the Underperformance of Masterpieces539 cited
  • 2012Buying Beauty: On Prices and Returns in the Art Market381 cited
  • 1993Accounting for taste: Art and the financial markets over three centuries368 cited
  • 1993Art as an investment: The market for modern prints335 cited
  • 2011Art and Money253 cited
  • 1997Unnatural Value: or Art Investment as Floating Crap Game

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163 cited
  • 1999Measuring Returns on Investments in Collectibles161 cited
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