SEARCH

SEARCH BY CITATION

References

  • Abeysinghe, T.Inappropriate use of seasonal dummies in regression’, Economics Letters, Vol. 36, (1991) pp. 175179.
  • Abeysinghe, T.Deterministic seasonal models and spurious regressions’, Journal of Econometrics, Vol. 61, (1994) pp. 259272.
  • Ardeni, G.Does the law of one price really hold for commodity prices?American Journal of Agricultural Economics, Vol. 71, (1989) pp. 661669.
  • Arteche, J.Semiparametric robust tests on seasonal or cyclical long memory time series’, Journal of Time Series Analysis, Vol. 23, (2002) pp. 251285.
  • Arteche, J.The analysis of seasonal long memory: The case of Spanish inflation’, Oxford Bulletin of Economics and Statistics, Vol. 69, (2007) pp. 749772.
  • Arteche, J. and Robinson, P. M.Seasonal and cyclical long memory’, in S. Gosh (ed.), Asymptotics, Nonparametrics and Time Series (New York: Marcel Dekker, 1999, pp. 115148).
  • Arteche, J. and Robinson, P. M.Semiparametric inference in seasonal and cyclical long memory processes’, Journal of Time Series Analysis, Vol. 21, (2000) pp. 125.
  • Asche, F. and Tveteras, S.On the relationships between aquaculture and reduction fisheries’, Journal of Agricultural Economics, Vol. 55, (2004) pp. 245265.
  • Asche, F., Bremnes, H. and Wessells, C. R.Product aggregation, market integration and relationships between prices: An application to world salmon markets’, American Journal of Agricultural Economics, Vol. 81, (1999) pp. 568581.
  • Asche, F., Gordon, D. V. and Hannesson, R.Searching for price parity in the European whitefish market’, Applied Economics, Vol. 34, (2002) pp. 10171024.
  • Asche, F., Oglend, A. and Tveteras, S.Regime shifts in the fish meal/soybean meal price ratio’, Journal of Agricultural Economics, Vol. 64, (2013) pp. 97111.
  • Engle, R. F. and Granger, C. W. J.Cointegration and error correction representation, estimation and testing’, Econometrica, Vol. 55, (1987) pp. 251276.
  • Franses, P. H., Hylleberg, S. and Lee, H. S.Spurious deterministic seasonality’, Economics Letters, Vol. 48, (1995) pp. 249256.
  • García, J., Arteche, J. and Murillas, A.Fractional integration analysis and its implications on profitability: The case of the mackerel market in the Basque Country’, Fisheries Research, Vol. 106, (2010) pp. 420429.
  • García-Enríquez, J. Análisis de rentabilidad de la pesquería del verdel y su mercado en el País Vasco: un enfoque econométrico, Doctoral thesis (Spain: University of the Basque Country UPV/EHU, Bilbao, 2012).
  • Gil, J. M., Clemente, J., Montañés, A. and Reyes, M.Integración espacial y cointegración. Una aplicación al mercado de cereales en España’, Estudios de Economía Aplicada, Vol. 6, (1996) pp. 103130.
  • González-Rivera, G. and Helfand, S. M.The extent, pattern, and degree of market integration: A multivariate approach for the Brazilian rice market’, American Journal of Agricultural Economics, Vol. 83, (2001) pp. 576592.
    Direct Link:
  • Gonzalo, J. and Lee, T. H.Pitfalls in testing for long run relationships’, Journal of Econometrics, Vol. 86, (1998) pp. 129154.
  • Goodwin, B. K. and Schroeder, T. C.Price dynamics in international wheat markets’, Canadian Journal of Agricultural Economics, Vol. 39, (1991a) pp. 237254.
  • Goodwin, B. K. and Schroeder, T. C.Cointegration tests and spatial price linkages in regional cattle markets’, American Journal of Agricultural Economics, Vol. 73, (1991b) pp. 452464.
  • Gordon, D. V. and Hannesson, R.On price of fresh and frozen cod fish in European and U.S. markets’, Marine Resource Economics, Vol. 11, (1996) pp. 223238.
  • Granger, C. W. J.Long memory relationships and the aggregation of dynamic models’, Journal of Econometrics, Vol. 14, (1980) pp. 227238.
  • Guillotreau, P. and Jiménez-Toribio, R.The impact of electronic clock auction systems on shellfish prices: Econometric evidence from a structural change model’, Journal of Agricultural Economics, Vol. 57, (2006) pp. 523546.
  • Guillotreau, P. and Jiménez-Toribio, R.The price effect of expanding fish auction markets’, Journal of Economic Behavior & Organization, Vol. 79, (2011) pp. 211225.
  • Hualde, J. Estimation of the Cointegrating Rank in Fractional Cointegration, Working Paper D.T. 1205. (Universidad Pública de Navarra, Pamplona, Spain, 2012). Available at: http://www.econ.unavarra.es/investig/papers/D.T.1205.html (last accessed 14 May 2013).
  • Hualde, J. and Robinson, P. M.Semiparametric inference in multivariate fractionally cointegrated systems’, Journal of Econometrics, Vol. 157, (2010) pp. 492511.
  • Hualde, J. and Velasco, C.Distribution-free tests of fractional cointegration’, Econometric Theory, Vol. 24, (2008) pp. 216255.
  • ICES. Report of the Working Group on Widely Distributed Stocks (WGWIDE) (Copenhague: ICES Documents, 2009).
  • Johansen, S. and Nielsen, M. O.Likelihood inference for a fractionally cointegrated vector autoregressive model’, Econometrica, Vol. 80, (2012) pp. 26672732.
  • Kim, C. S. and Phillips, P. C. B. Log Periodogram Regression: The Nonstationary Case. Working Paper (Cowles Foundation, Yale University, 1999a).
  • Kim, C. S. and Phillips, P. C. B. Modified Log Periodogram Regression, Working Paper (Cowles Foundation, Yale University, 1999b).
  • Mugerza, E., Murillas, A., Arregi, L. and Alzorriz, N. and Artetxe, I.. La base del conocimiento para la gestión eficiente de la flota artesanal vasca, Technical Report made by AZTI-Tecnalia for Federación de Cofradías de Gipuzkoa. (Spain, 2011).
  • Nielsen, M.Price formation and market integration on the European first-hand market for whitefish’, Marine Resource Economics, Vol. 20, (2005) pp. 185202.
  • Nielsen, M. O.Nonparametric cointegration analysis of fractional systems with unknown integration orders’, Journal of Econometrics, Vol. 155, (2010) pp. 170187.
  • Nielsen, M., Smit, J. and Guillen, J.Market integration of fish in Europe’, Journal of Agricultural Economics, Vol. 60, (2009) pp. 367385.
  • Phillips, P. C. B. and Shimotsu, K.Local Whittle estimation in nonstationary and unit root cases’, Annals of Statistics, Vol. 32, (2004) pp. 656692.
  • Phillips, P. C. B. and Shimotsu, K.Exact local Whittle estimation of fractional integration’, Annals of Statistics, Vol. 33, (2005) pp. 18901933.
  • Ravallion, M.Testing market integration’, American Journal of Agricultural Economics, Vol. 68, (1986) pp. 102109.
  • Robinson, P. M.Statistical inference for a random coefficient autoregressive model’, Scandinavian Journal of Statistics, Vol. 5, (1978) pp. 163168.
  • Robinson, P. M.Log-periodogram regression of time series with long range dependence’, The Annals of Statistics, Vol. 23, (1995a) pp. 10481072.
  • Robinson, P. M.Gaussian semiparametric estimation of long-range dependence’, The Annals of Statistics, Vol. 23, (1995b) pp. 16301661.
  • Robinson, P. M.Diagnostic testing for cointegration’, Journal of Econometrics, Vol. 143, (2008) pp. 206225.
  • Robinson, P. M. and Yajima, Y.Determination of cointegrating rank in fractional systems’, Journal of Econometrics, Vol. 106, (2002) pp. 217241.
  • Sanjuán, A. I. and Gil, J. M.Price transmission analysis: A flexible methodological approach applied to European pork and lamb markets’, Applied Economics, Vol. 33, (2001) pp. 123131.
  • Schroeder, T. C. and Goodwin, B. K.Regional fed cattle price dynamics’, Western Journal of Agricultural Economics, Vol. 15, (1990) pp. 111122.
  • Setäla, J., Laitinen, J., Virtanen, J., Saarni, K., Nielsen, M. and Honkanen, A.Spatial integration of freshwater fish markets in the Northern Baltic Sea area’, Fisheries Research, Vol. 92, (2008) pp. 196206.
  • Taqqu, M. S. and Teverovsky, V.Semi-parametric graphical estimation techniques for long-memory data’, Lecture Notes in Statistics, Vol. 115, (1996) pp. 420432.
  • Velasco, C.Non-stationary log-periodogram regression’, Journal of Econometrics, Vol. 91, (1999) pp. 325271.
  • Velasco, C.Non-Gaussian log-periodogram regression’, Econometric Theory, Vol. 16, (2000) pp. 4479.