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Threshold Effects on Procurement Price Relationships for U.S. Fed Cattle and Hogs
作者: 이윤숙 , 장재봉
DOI:
10.16980/JITC.10.6.201412.199
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参考文章
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Procurement Price Relationships for Fed Cattle and Hogs: Importance of the Cash Market in Price Discovery
Agribusiness.
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10.1002/AGR.21288
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Jesús Gonzalo, Jean-Yves Pitarakis,
Threshold Effects in Cointegrating Relationships
Oxford Bulletin of Economics and Statistics.
,vol. 68, pp. 813- 833 ,(2006) ,
10.1111/J.1468-0084.2006.00458.X
4.
Thomas J. Fisher, Colin M. Gallagher,
New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing
Journal of the American Statistical Association.
,vol. 107, pp. 777- 787 ,(2012) ,
10.1080/01621459.2012.688465
5.
C. W. J. Granger, T. H. Lee,
Investigation of production, sales and inventory relationships using multicointegration and non-symmetric error correction models
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,vol. 4, pp. 145- 159 ,(1989) ,
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6.
John R. Schroeter, Azzeddine Azzam,
Captive Supplies and the Spot Market Price of Fed Cattle: The Plant-Level Relationship
Agribusiness.
,vol. 19, pp. 489- 504 ,(2003) ,
10.1002/AGR.10070
7.
Robert G. Nelson, Steven C. Turner,
Experimental Examination of a Thin Market: Price Behavior in a Declining Terminal Market Revisited
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,vol. 27, pp. 149- 160 ,(1995) ,
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8.
Bruce E. Hansen,
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9.
Bruce E. Hansen, Byeongseon Seo,
Testing for two-regime threshold cointegration in vector error-correction models
Journal of Econometrics.
,vol. 110, pp. 293- 318 ,(2002) ,
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10.
Peter S. Sephton,
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,vol. 85, pp. 1041- 1046 ,(2003) ,
10.1111/1467-8276.00506
来源期刊
The Journal of International Trade & Commerce
2014 年,
Volume: 10, Issue: 6,
Page: 199-216
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