Aulerich, Nicole M.; Irwin, Scott H.; Nelson, Carl H. - Department of Agricultural and Consumer Economics, … - 2007
event study approach to the new Identification by Censoring (ITC) technique. Corn and soybean production reports are … coefficients estimated via ITC are one to four times larger than OLS estimates for a one price and one event analysis. In the two … price, two event case, ITC estimates are one to six times larger. Market reaction to the unanticipated information in USDA …