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      Quasi-rational andex ante price expectations in commodity supply models: an empirical analysis of the US broiler market

      Author(s): ,
      Publication date (Electronic):
      Journal: Journal of Applied Econometrics
      Publisher: Wiley

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          Statistical analysis of cointegration vectors

          Søren Johansen (1988)
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            Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root

            David Dickey, Wayne Fuller (1981)
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              Generalized impulse response analysis in linear multivariate models

              H.Hashem Pesaran, Yongcheol Shin (1998)
              Article 0 comments Cited 597 times – based on 0 reviews     Review now
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                Author and article information

                Journal
                Title: Journal of Applied Econometrics
                Abbreviated Title: J. Appl. Econ.
                Publisher: Wiley
                ISSN (Print): 0883-7252
                ISSN (Electronic): 1099-1255
                Publication date Created: July 2003
                Publication date (Print): July 2003
                Publication date (Electronic): 2003
                Volume: 18
                Issue: 4
                Pages: 407-426
                Article
                DOI: 10.1002/jae.694
                SO-VID: d51d25b9-c86b-4691-81dd-999bb9b34d1d
                Copyright © © 2003
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                http://doi.wiley.com/10.1002/tdm_license_1.1

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