Cointegration: Some results on U.S. cattle prices

Co-Integration and Error Correction: Representation, Estimation, and Testing

1987 • 30,456 citations

Distribution of the Estimators for Autoregressive Time Series with a Unit Root

1979 • 20,919 citations

Time Series Analysis: Forecasting and Control

1977 • 19,717 citations

Some recent development in a concept of causality

1988 • 2,941 citations

DEVELOPMENTS IN THE STUDY OF COINTEGRATED ECONOMIC VARIABLES

1986 • 2,603 citations

Forecasting and testing in co-integrated systems

1987 • 1,885 citations

Testing for causality

1980 • 1,646 citations

ECONOMETRIC MODELLING WITH COINTEGRATED VARIABLES: AN OVERVIEW

1986 • 640 citations

Autoregressive Modeling of Canadian Money and Income Data

1979 • 368 citations

Cointegration and Tests of Purchasing Power Parity

1988 • 368 citations

Partial Residual Plots Based on Robust Fits

2000 • 311 citations

Futures Trading and Market Information

1976 • 307 citations

Modeling Multiple Times Series with Applications

1981 • 256 citations

Interpreting cointegrated models

1988 • 246 citations

Futures Prices in Supply Analysis

1976 • 206 citations

Analysis of Economic Time Series

1979 • 155 citations

Does Futures Trading Reduce Price Fluctuations in the Cash Markets?

1976 • 136 citations

Analysis of Economic Time Series.

1980 • 114 citations

RANDOM WALK AND PRICE TRENDS: THE LIVE CATTLE FUTURES MARKET

1972 • 110 citations

The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef Cattle

1974 • 93 citations

The Stochastic Structure of the Velocity of Money

1974 • 75 citations

Commodity futures price changes: Recent evidence for wheat, soybeans and live cattle

1987 • 65 citations

Pricing Efficiency in the Live Cattle Futures Market: Further Interpretation and Measurement

1988 • 56 citations

Futures or Cash: Which Market Leads Live Beef Cattle Prices?

1985 • 43 citations

The Influence of Futures Trading on Cash Cattle Price Variations

1974 • 38 citations

DYNAMICS OF REGIONAL FED CATTLE PRICES

1985 • 32 citations

An Analysis of the Futures-Cash Price Basis for Live Beef Cattle

1979 • 30 citations

The live cattle futures market and daily cash price movements

1989 • 28 citations

Cash and Futures Price Relationships for Nonstorable Commodities: An Empirical Analysis Using a General Theory

1988 • 20 citations

Prequential Analysis of Cattle Prices

1990 • 12 citations

Cash price variation in the live beef cattle market: The causal role of futures trade

1982 • 10 citations

An Evaluation of the Forward-Pricing Efficiency of Livestock Futures Markets

1981 • 7 citations

Liquidation Bias in Futures Price Spreads

1986 • 5 citations