The detection of additive outliers in integrated variables has attracted some attention recently, see e.g. Shin et al. (1996), Vogelsang (1999) and Perron and Rodriguez (2003). This paper serves several purposes. We prove the inconsistency of the test proposed by Vogelsang, we extend the tests...

This paper reviews a number of modern as well as classical econometric techniques suitable for empirically determining whether commodities in physically separated markets belong to the same geographical market. Even though the tools presented generalize to the delineation of the relevant product...