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Quasi-rational and Ex Ante price expectations in commodity supply models : an empirical analysis of the US broiler market
Holt, Matthew T.; McKenzie, Andrew M. - In: Journal of applied econometrics 18 (2003) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10001779857
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Crack spead hedging : accounting for time-varying volatility spillovers in the energy futures markets
Haigh, Michael S.; Holt, Matthew T. - In: Journal of applied econometrics 17 (2002) 3, pp. 269-289
Persistent link: https://www.econbiz.de/10001676815
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Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market
Holt, Matthew T.; Mckenzie, Andrew M. - In: Journal of applied econometrics 18 (2003) 4, pp. 407-426
Persistent link: https://www.econbiz.de/10006967952
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Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods
Atkinson, Scott Estes; Dorfman, Jeffrey H. - In: Journal of applied econometrics 24 (2009) 4, pp. 675-697
Persistent link: https://www.econbiz.de/10003846020
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Feasible estimation of firm-specific allocative inefficiency through Bayesian numerical methods
Atkinson, Scott E.; Dorfman, Jeffrey H. - In: Journal of applied econometrics 24 (2009) 4, pp. 675-697
Persistent link: https://www.econbiz.de/10008248040
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Feasible estimation of firm‐specific allocative inefficiency through Bayesian numerical methods
Atkinson, Scott E.; Dorfman, Jeffrey H. - In: Journal of applied econometrics 24 (2009) 4, pp. 675-698
Persistent link: https://www.econbiz.de/10008847117