Testing roundwood market efficiency using a multivariate cointegration estimator
Bibliographic Data
| ID | 12630584 |
|---|---|
| Authors | Ståle Størdal (0000-0003-0757-6857, Eastern Norway Research Institute, corresponding author), Anders Q Nyrud (0000-0002-1135-8628, The Research Council of Norway) |
| Year | 2003 |
| Volume | 5 |
| Issue | 1 |
| Pages | 57-68 |
| Publication date | 2003-01-01 |
| 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(02)00015-1 |
| OpenAlex | W1964567715 |
| Language | EN |
| Citations received | 10 |
| References cited | 23 |
Cointegration · Econometrics · Economics · Endogeneity · Estimator · Financial economics · Market price · Microeconomics · Multivariate statistics · Norwegian · Price formation · Statistics · Univariate · Forest ecology and management · Forest Management and Policy · Mathematics
Spatial and cross-product price linkages in the Brazilian pine timber markets
Impacts of the European Economic Area Agreement on the structure and concentration of roundwood sales in Norway
Forest sector modelling in Europe—the state of the art and future research directions
Dynamics of global roundwood prices – Cointegration analysis
Identifying long-run and short-run relationships in the European Union softwood market
Where the trees fall
Portfolio diversification through timber real estate investment trusts
Analysing price cointegration of sawmill by-products in the forest-based sector in Austria
Are prices converging in the global sawnwood market
Asymmetry in price transmission between the producer and the consumer prices in the wood sector and the role of imports
Distribution of the Estimators for Autoregressive Time Series With a Unit Root
Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
Distribution of the Estimators for Autoregressive Time Series with a Unit Root
Measuring Oligopsony Power with Shadow Prices
Statistical analysis of cointegration vectors
Elements of Pure Economics
| Unique citing works | 10 |
|---|---|
| Citations per year | 0.43 |
| Citation span | 2003 - 2026 (24) |
| Citation velocity | current |
| Highly cited | No |
| Citation types | Neutral: 10 |