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Spatial market integration in the presence of threshold effects
Goodwin, Barry K., (2001)
Threshold effects in price transmission : the case of Brazilian wheat, maize, and soya prices
Balcombe, Kelvin G., (2007)
Economic criteria for evaluating commodity price forecasts
Dorfman, Jeffrey H., (1997)
Exchange rates and fractional integration revisited
Sephton, Peter S., (2008)
Market shares and rivalry in the US cigarette industry
Fractional cointegration : Monte Carlo estimates of critical values, with an application
Sephton, Peter S., (2002)