" Five alternative methods of estimating long-run equilibrium relationships," RTS00199, Boston College Department of Economics. " STABTEST: RATS procedure to perform Hansen's stability test for OLS," Journal of Policy Modeling, Elsevier, vol. " Testing for parameter instability in linear models," " Estimation and Hypothesis Testing of Cointegration Vectors in Gaussian Vector Autoregressive Models,"Įconometrica, Econometric Society, vol. " Changes in Beef Packers' Market Power after the Livestock Mandatory Price Reporting Act: An Agent-based Auction,"Īmerican Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. " Market Transparency and Market Structure: The Livestock Mandatory Reporting Act of 1999,"Īmerican Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. " Impulse Response and Forecast Error Variance Asymptotics in Nonstationary VAR's,"ġ102, Cowles Foundation for Research in Economics, Yale University. Journal of Business & Economic Statistics, American Statistical Association, vol. " Further Evidence on the Great Crash, the Oil-Price Shock, and the Unit-Root Hypothesis," Zivot, Eric & Andrews, Donald W K, 2002.Journal of Financial Markets, Elsevier, vol. " A structural analysis of price discovery measures," " Short-Term Vertical Market Price Interrelationships of Beef and Pork,"ġ1311, Iowa State University, Department of Economics. Journal of Futures Markets, John Wiley & Sons, Ltd., vol. Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, vol. " Maximum Likelihood Estimation and Inference on Cointegration-With Applications to the Demand for Money," Johansen, Soren & Juselius, Katarina, 1990.repec:uts:ppaper:2013:2 is not listed on IDEAS." Estimation of Common Long-Memory Components in Cointegrated Systems,"Ĥ, Boston University - Department of Economics. Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. " Cattle Feeder Perceptions of Livestock Mandatory Price Reporting," " Some desiderata for the measurement of price discovery across markets," Louis, Missouriġ8998, NCR-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. " An Assessment of the Livestock Mandatory Reporting Act,"Ģ006 Conference, April 17-18, 2006, St. Journal of Finance, American Finance Association, vol. " One Security, Many Markets: Determining the Contributions to Price Discovery," " Co-integration and Error Correction: Representation, Estimation, and Testing,"Įconometrica, Econometric Society, vol.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |