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~isPartOf:"Econometric Institute Research Papers"
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Search: subject:"Breakpoint unit root test"
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crude oil price
2
global fertilizer price
2
non-renewable fertilizers
2
structural breakpoint unit root test
2
volatility
2
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Chang, Chia-Lin
2
Chen, Chen, C-C.
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Chen, Chen, P-Y.
2
McAleer, Michael
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Faculteit der Economische Wetenschappen, Erasmus Universiteit Rotterdam
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Econometric Institute Research Papers
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Asia Pacific financial markets
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Modeling the Effect of Oil Price on Global Fertilizer Prices
Chang, Chia-Lin
;
McAleer, Michael
;
Chen, Chen, P-Y.
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
mean and volatility. The endogenous structural
breakpoint
unit
root
test
, the autoregressive distributed lag (ARDL) model …
Persistent link: https://www.econbiz.de/10010732592
Saved in:
2
Modeling the Volatility in Global Fertilizer Prices
Chang, Chia-Lin
;
McAleer, Michael
;
Chen, Chen, P-Y.
; …
-
Faculteit der Economische Wetenschappen, Erasmus …
-
2010
breakpoint
unit
root
test
and alternative volatility models, including the generalized autoregressive conditional …
Persistent link: https://www.econbiz.de/10010732613
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