Price interrelationships in the vegetable and tropical oils market

References

• Asia Pacific Coconut Community . Coconut Statistical Yearbook Jakarta various issues
   Google Scholar
• Bessler , D. A. 1984 . An analysis of dynamic economic relationships: an application to the U.S. hog market . Canadian Journal of Agricultural Economics , 32 : 109 – 124 .
   Web of Science ®Google Scholar
• Boswijk , P. and Franses , P. H. 1992 . Dynamic specification and cointegration . Oxford Bulletin of Economics and Statistics , 54 : 369 – 381 .
   Web of Science ®Google Scholar
• Dolado , J. J. , Jenkinson , T. and Sosvilla-Rivero , S. 1990 . Cointegration and units roots . Journal of Economic Surveys , 4 : 249 – 273 .
   Google Scholar
• Engle , R. F. and Granger , C. W. J. 1987 . Cointegration and error correction: representation, estimation and testing . Econometrica , 55 : 251 – 276 .
   Web of Science ®Google Scholar
• Fuller , W. A. 1976 . Introduction to Statistical Time Series , New York : John Wiley .
   Google Scholar
• Griffith , G. R. and Meilke , K. D. 1979 . Relationships among North American fats and oils prices . American Journal of Agricultural Economics , 61 : 335 – 341 .
   Web of Science ®Google Scholar
• ISTA Mielke GmbH . Oil World Annual Hamburg various issues
   Google Scholar
• Johansen , S. 1988 . Statistical analysis of cointegrating vectors . Journal of Economic Dynamics and Control , 12 : 231 – 254 .
   Web of Science ®Google Scholar
• Johansen , S. and Juselius , K. 1990 . Maximum likelihood estimation and inference on cointegration — with applications to the demand for money . Oxford Bulletin of Economics and Statistics , 52 : 169 – 210 .
   Web of Science ®Google Scholar
• Lutkepohl , H. and Reimers , H.-E. 1992 . Granger causality in cointegrated VAR processes: the case of the term structure . Economics Letters , 40 : 263 – 268 .
   Web of Science ®Google Scholar
• Maeshiro , A. and Vali , S. 1988 . Pitfalls in the estimation of a differenced model . Journal of Business & Economic Statistics , 6 : 511 – 515 .
   Web of Science ®Google Scholar
• Moll , H. A. J. 1987 . The Economics of Oil Palm Pudoc Wageningen , , The Netherlands
   Google Scholar
• Owen , A. D. , Chowdhury , K. and Garrido , J. R. R. 1996 . A market share model for vegetable and tropical oils . Applied Economics Letters , 3 : 95 – 99 .
   Web of Science ®Google Scholar
• Perron , P. 1988 . Trends and random walks in macroeconomic time series . Journal of Economic Dynamics and Control , 12 : 297 – 332 .
   Web of Science ®Google Scholar
• Phillips , P. C. B. 1987 . Time series regression with a unit root . Econometrica , 55 : 277 – 301 .
   Web of Science ®Google Scholar
• Phillips , P. C. B. and Perron , P. 1988 . Testing for a unit root in time series analysis . Biometrica , 75 : 335 – 346 .
   Web of Science ®Google Scholar
• Said , S. E. and Dickey , D. A. 1984 . Testing for unit roots in autoregressive-moving average models of unknown order . Biometrica , 71 : 599 – 607 .
   Web of Science ®Google Scholar
• Sims , C. A. 1980 . Macroeconomics and reality . Econometrica , 48 : 1 – 48 .
   Web of Science ®Google Scholar
• Schwert , G. W. 1989 . Tests for unit roots: A Monte Carlo investigation . Journal of Business and Economic Statistics , 7 : 147 – 159 .
   Web of Science ®Google Scholar
• Weiss , E. A. 1983 . Oilseed Crops , London : Longman .
   Google Scholar