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Showing 1 to 1 of 1 for “"Panel error correction models"”.
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Empirical applications of price transmission in international agri-food supply chains
… chain. The empirical approach followed adopts panel cointegration and panel error correction vector autoregressive (EC-VAR) models and utilizes panel data comprising monthly observations from January 2005 to September 2012 from nineteen European countries. The period is split into two …