Results 181 to 190 of about 16,685 (283)

Detecting Multiple Structural Breaks in Systems of Linear Regression Equations With Integrated and Stationary Regressors

open access: yesOxford Bulletin of Economics and Statistics, EarlyView.
ABSTRACT In this paper, we propose a two‐step procedure based on the group LASSO estimator in combination with a backward elimination algorithm to detect multiple structural breaks in linear regressions with multivariate responses. Applying the two‐step estimator, we jointly detect the number and location of structural breaks and provide consistent ...
Karsten Schweikert
wiley   +1 more source

Spatial Price Integration and Spillover Linkages Between Regional Grain Markets in Nigeria

open access: yesReview of Development Economics, EarlyView.
ABSTRACT This paper aims to characterize the spatial set‐up of Nigeria's grain market integration from January 2002 to December 2013 across 19 Nigerian regions. Using market price data of maize, sorghum, and millet, two hypotheses are tested: (i) the law of one price across market pairs, and (ii) the leader market hypothesis in any network of market ...
Yacouba Kassouri, N' Zué Felix Fofana
wiley   +1 more source

Explaining Cointegration Analysis: Part II

open access: green, 2001
David F. Hendry, Katarina Jusélius
openalex   +2 more sources

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