The material contained herein is supplementary to the article named in the title and published in the American Journal of Agricultural Economics, Volume 88, Number 1, February 2006.

The linearity of the U.S. hog—corn cycle has been questioned by <xref ref-type="bibr" rid="R4">Chavas and Holt (1991)</xref>. Even so, attempts have not been made to model the potential nonlinear dynamics in the hog—corn cycle by using regime-switching models. One popular alternative is <xref ref-type="bibr" rid="R43">Teräsvirta's</xref> smooth transition...

The linearity of the U.S. hog-corn cycle has been questioned by <link rid="b4">Chavas and Holt (1991)</link>. Even so, attempts have not been made to model the potential nonlinear dynamics in the hog-corn cycle by using regime-switching models. One popular alternative is <link rid="b43">Teräsvirta's</link> smooth transition autoregressive...

The linearity of the U.S. hog corn cycle has been questioned by . Even so, attempts have not been made to model the potential nonlinear dynamics in the hog corn cycle by using regime-switching models. One popular alternative is smooth transition autoregressive (STAR) model, which assumes regime...

The linearity of the U.S. hog-corn cycle has been questioned by Chavas and Holt (1991). Even so, attempts have not been made to model the potential nonlinear dynamics in the hog-corn cycle by using regime-switching models. One popular alternative is Terasvirta's smooth transition autoregressive...