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Persistent link: https://www.econbiz.de/10001475251
In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...
Persistent link: https://www.econbiz.de/10002535492
In this paper we derive tests for parameter constancy when the data generating process is non-stationary against the hypothesis that the parameters of the model change smoothly over time. To obtain the asymptotic distributions of the tests we generalize many theoretical results, as well as new...
Persistent link: https://www.econbiz.de/10002570513
literature. An advantage here is that the asymptotic distribution theory is standard. The performance of the tests is compared to …
Persistent link: https://www.econbiz.de/10001693105
modeling, cooperative use of institutional and outside substantive expertise, and sustained cooperation with model …
Persistent link: https://www.econbiz.de/10010781474
This 2012 Global Food Policy Report is the second in an annual series that provides an in-depth look at major food policy developments and events. Initiated in response to resurgent interest in food security, the series offers a yearly overview of the food policy developments that have...
Persistent link: https://www.econbiz.de/10010630750
This paper presents a model of the Malawi maize commodity market that is developed for use as a policy analysis tool. The model captures national and local maize market dynamics and the linkages existing within the maize market in the country. This research has been undertaken in order to...
Persistent link: https://www.econbiz.de/10010634908
out the utility of an economywide framework (Section 2), before summarizing the inputs into TMD's economywide modeling and …
Persistent link: https://www.econbiz.de/10004996480
appropriate unit of analysis for addressing the challenges of water resources management. Modeling at this scale can provide … modeling framework. Integrated hydrologic and economic models are well equipped to assess water management and policy issues in … a river basin setting. McKinney et al. (1999) reviewed state-of-the-art modeling approaches to integrated water …
Persistent link: https://www.econbiz.de/10005037875
omitted-variable problem resulting from unobserved group types when modeling the repayment behavior of group members. …
Persistent link: https://www.econbiz.de/10010685634