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On Prices of Fresh and Frozen Cod Fish in European and U.S. Markets
12 references·4 citing·32 second hop
On Prices of Fresh and Frozen Cod Fish in European and U.S. Markets (1996)On Prices of Fresh and Frozen Cod Fish in…Optimal lag length in estimating Dickey–Fuller statistics: an empirical note (1995)Optimal lag length in estimat…Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing (1995)Alternative stratetgies for ‘…Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets (1991)Cointegration Tests and Spati…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…Forecasting and testing in co-integrated systems (1987)Forecasting and testing in co…Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Co-Integration and Error Corr…Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors (1987)Asymptotic Properties of Leas…ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW (1986)ECONOMETRIC MODELLING WITH CO…DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES (1986)DEVELOPMENTS IN THE STUDY OF …AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA* (1986)AN APPLICATION OF THE GRANGER…Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root (1981)Likelihood Ratio Statistics f…Price Volatility in Seafood Markets: Farmed vs. Wild Fish (2015)Price Volatility in Seafood M…Trade and Structural Adjustment (2005)Trade and Structural Adjustme…Price Formation and Market Integration on the European First-hand Market for Whitefish (2005)Price Formation and Market In…Searching for price parity in the European whitefish market (2002)Searching for price parity in…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)Forecasting Economic Time Series (1977)Econometric Modelling of the Aggregate Time-Series Relationship Between Consumers' Expenditure and Income in the United Kingdom (1978)Co-Integration and Causality Testing of the Energy–GDP Relationship: A Cross-Country Study (1988)GOLD AS AN INFLATION HEDGE? (2004)Tests For Market Integration and the Law of One Price: The Market For Whitefish in France (2004)Time Series Analysis: Forecasting and Control (1977)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Some recent development in a concept of causality (1988)Pitfalls and Opportunities: What Macroeconomists Should Know about Unit Roots (1991)Co-integration, Error Correction, and the Econometric Analysis of Non-Stationary Data (1993)Time Series Analysis: Forecasting and Control (1977)COINTEGRATION AND UNIT ROOTS (1990)Peasants or Bankers? The American Electorate and the U.S. Economy (1992)EXCHANGE RATE PASS‐THROUGH (1995)Trends and random walks in macroeconmic time series (1982)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1986)The Dividend-Price Ratio and Expectations of Future Dividends and Discount Factors (1988)International R&D spillovers (1995)Macroeconomics and Reality (1980)Introductory Econometrics for Finance (2008)Critical Values for Cointegration Tests (2010)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)On market integration and liberalisation: Method and application to Ethiopia (1995)The Extent, Pattern, and Degree of Market Integration: A Multivariate Approach for the Brazilian Rice Market (2001)Modelling trends in food market integration: Method and an application to Tanzanian maize markets (2006)Testing for a Unit Root in Time Series Regression (1988)Bounds testing approaches to the analysis of level relationships (2001)Unit root tests in panel data: asymptotic and finite-sample properties (2002)
this work references cited by second hop

References

  • 1987Co-Integration and Error Correction: Representation, Estimation, and Testing31,983 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
  • 1986DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES2,567 cited
  • 1987Forecasting and testing in co-integrated systems1,896 cited
  • 1987Asymptotic Properties of Least Squares Estimators of Cointegrating Vectors1,471 cited
  • 1986ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW631 cited
  • 1991Cointegration Tests and Spatial Price Linkages in Regional Cattle Markets349 cited
  • 1986AN APPLICATION OF THE GRANGER & ENGLE TWO‐STEP ESTIMATION PROCEDURE TO UNITED KINGDOM AGGREGATE WAGE DATA*232 cited
  • 1995Optimal lag length in estimating Dickey–Fuller statistics: an empirical note33 cited
  • 1995Alternative stratetgies for ‘augmenting’ the dickey-fuller test: size-robustness in the face of pre-testing21 cited

Cited by

  • 2005Price Formation and Market Integration on the European First-hand Market for Whitefish86 cited
  • 2015Price Volatility in Seafood Markets: Farmed vs. Wild Fish

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77 cited
  • 2002Searching for price parity in the European whitefish market77 cited
  • 2005Trade and Structural Adjustment13 cited