Price discovery in the Texas cash cattle market

DOI10.1002/ASMB.546zbMath1063.91535OpenAlexW2142917119WikidataQ59362870 ScholiaQ59362870MaRDI QIDQ4676868

Ernest E. Davis, David A. Bessler

Publication date: 20 May 2005

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1002/asmb.546

zbMATH Keywords

cointegrationdirected acyclic graphscattle prices

Mathematics Subject Classification ID

Economic time series analysis (91B84) Other natural sciences (mathematical treatment) (92F05)

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Do purchasing power parity and uncovered interest rate parity hold in the long run? An example of likelihood inference in a multivariate time- series model
• Likelihood-Based Inference in Cointegrated Vector Autoregressive Models

This page was built for publication: Price discovery in the Texas cash cattle market