A multivariate cointegration test of the law of one price for Canadian softwood lumber markets

Augmented Dickey–Fuller test · Cointegration · Econometrics · Economics · Error correction model · Financial economics · Johansen test · Law of one price · Macroeconomics · Market integration · Mid price · Monetary economics · Price level · Pulp and paper industry · Softwood · Engineering · Forest ecology and management · Forest Management and Policy

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• National forest timber bids and export price interlinkages in the USA

  Open Access•Jaana Korhonen, Jesse D Henderson et al.•Forest Policy and Economics•2023

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• Where the trees fall

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• Analysing price cointegration of sawmill by-products in the forest-based sector in Austria

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• Are prices converging in the global sawnwood market

  Open Access•José María Gil Roig, José M Gil et al.•Forest Policy and Economics•2023

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• Spatial and cross-product price linkages in the Brazilian pine timber markets

  Open Access•Bruno Kanieski Da Silva, Stella Z Schon et al.•Forest Policy and Economics•2020

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• Dynamics of global roundwood prices – Cointegration analysis

  Open Access•Rafał Chudy, R P Chudy et al.•Forest Policy and Economics•2020

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• Testing integration in main European paper markets under floating and fixed exchange rates

  Open Access•Tuomo Kainulainen, Anne Toppinen•Forest Policy and Economics•2005

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• Identifying long-run and short-run relationships in the European Union softwood market

  Open Access•Jan Banaś, Dalibor Šafařík et al.•Forest Policy and Economics•2022

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• Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute

  Open Access•Jinggang Guo, Craig Johnston et al.•Forest Policy and Economics•2021

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• Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK

  Open Access•Søren Johansen, S∅ren Johansen et al.•Journal of Econometrics•1992

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• Efficient tests for normality, homoscedasticity and serial independence of regression residuals

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• The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis

  Pierre Perron•Econometrica•1989

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• Distribution of the Estimators for Autoregressive Time Series With a Unit Root

  David A Dickey, Wayne A Fuller•Journal of the American…•1979

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• Maximum Likelihood Estimation and Inference on Cointegration — With Applications to the Demand for Money

  Open Access•Søren Johansen, Katarina Juselius•Oxford Bulletin of Economics and…•1990

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• Distribution of the Estimators for Autoregressive Time Series with a Unit Root

  David A Dickey, Wayne A Fuller•Journal of the American…•1979

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• Statistical analysis of cointegration vectors

  Open Access•Søren Johansen•Journal of Economic Dynamics and…•1988

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