Threshold vector error correction model and transaction cost variation
Author:
Affiliation:
1. Department of Agricultural Economics, Oklahoma State University, Stillwater, OK, USA
2. Department of Agribusiness, Applied Economics and Agriscience Education, North Carolina A&T State University, Greensboro, NC, USA
Funder
ational Council of Scientific and Technological Development
Publisher
Informa UK Limited
Subject
Economics and Econometrics
Link
https://www.tandfonline.com/doi/pdf/10.1080/00036846.2023.2244238
Reference51 articles.
1. Inventories, Lumpy Trade, and Large Devaluations
2. Azzam, A., and A. Wellman 1992. Packer Integration into Hog Production: Current Status and Likely Impacts of Increased Vertical Control on Hog Prices and Quantities. Historical Research Bulletins of the Nebraska Agricultural Experiment Station. [Accessed June 11, 2019]. https://digitalcommons.unl.edu/ardhistrb/16.
3. Threshold Effects in Price Transmission: The Case of Brazilian Wheat, Maize, and Soya Prices
4. Econometrics
5. Market Analysis Methods: Are Our Enriched Toolkits Well Suited to Enlivened Markets?
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