A multivariate cointegration test of the law of one price for Canadian softwood lumber markets
Bibliographic Data
| ID | 12629637 |
|---|---|
| Authors | David M Nanang (University of Alberta, corresponding author) |
| Year | 2000 |
| Volume | 1 |
| Issue | 3-4 |
| Pages | 347-355 |
| Publication date | 2000-12-01 |
| Peer Reviewed | Yes |
| Open Access | Yes |
| Type | ARTICLE |
| Venue | Forest Policy and Economics (JOURNAL) |
| Journal identifiers | ISSN: 1389-9341 • E-ISSN: 1872-7050 |
| Publisher | Elsevier BV (PUBLISHER) |
| DOI | 10.1016/s1389-9341(00)00028-9 |
| OpenAlex | W2069517965 |
| Language | EN |
| Citations received | 10 |
| References cited | 20 |
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
Assessment of the Interactions between Economic Growth and Industrial Wastewater Discharges Using Co-integration Analysis
National forest timber bids and export price interlinkages in the USA
Where the trees fall
Analysing price cointegration of sawmill by-products in the forest-based sector in Austria
Are prices converging in the global sawnwood market
Spatial and cross-product price linkages in the Brazilian pine timber markets
Dynamics of global roundwood prices – Cointegration analysis
Testing integration in main European paper markets under floating and fixed exchange rates
Identifying long-run and short-run relationships in the European Union softwood market
Do protectionist trade policies integrate domestic markets? Evidence from the Canada-U.S. softwood lumber dispute
Testing structural hypotheses in a multivariate cointegration analysis of the PPP and the UIP for UK
Efficient tests for normality, homoscedasticity and serial independence of regression residuals
The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Maximum Likelihood Estimation and Inference on Cointegration — With Applications to the Demand for Money
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Statistical analysis of cointegration vectors
| Unique citing works | 10 |
|---|---|
| Citations per year | 0.48 |
| Citation span | 2005 - 2026 (22) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 10 |