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Cointegration Analysis of Commodity Prices: Much Ado about the Wrong Thing?
Mallory, Mindy L.; Lence, Sergio H. - 2010
This study highlights some problems with using the Johansen cointegration statistics on data containing a negative moving average (NMA) in the error term of the data generating process. We use a Monte Carlo experiment to demonstrate that the asymptotic distribution of the Johansen cointegration...
Persistent link: https://www.econbiz.de/10009446152
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RECENT CHANGES IN THE STRUCTURE OF THE BANKING INDUSTRY: CAUSES, EFFECTS, AND TOPICS FOR RESEARCH
Lence, Sergio H. - Agricultural Economics Society - AES - 1996
Persistent link: https://www.econbiz.de/10010880196
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A Bayesian Examination of Financial Constraints And Farm Investment
Hart, Chad E.; Lence, Sergio H. - Agricultural Economics Society - AES - 2002
Persistent link: https://www.econbiz.de/10010880369
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SYSTEMIC RISK IN U.S. CROP AND REVENUE INSURANCE PROGRAMS
Mason, Chuck; Hayes, Dermot J.; Lence, Sergio H. - Agricultural Economics Society - AES - 2001
Persistent link: https://www.econbiz.de/10010914504
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A New Brand of Agriculture: Farmer-Owned Brands Reward Innovation
Hayes, Dermot J.; Lence, Sergio H. - In: Choices 17 (2002) 3
Persistent link: https://www.econbiz.de/10010917149
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INVESTMENT AND CREDIT IN THE U.S. AGRICULTURE: A FRAMEWORK FOR EMPIRICAL ANALYSIS
Lence, Sergio H. - Agricultural Economics Society - AES - 1997
Persistent link: https://www.econbiz.de/10010918735
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STRUCTURAL CHANGE, TRANSACTIONS COSTS, AND THE PRESENT VALUE MODEL OF FARMLAND: IOWA, 1900-1994
Lence, Sergio H.; Miller, Douglas J. - Agricultural Economics Society - AES - 1997
Persistent link: https://www.econbiz.de/10010918738
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A BAYENESIAN EXAMINATION OF AGRICULTURAL INVESTMENT
Hart, Chad E.; Lence, Sergio H. - Agricultural Economics Society - AES - 1999
Persistent link: https://www.econbiz.de/10010923273
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An Empirical Investigation of Farm Loan Determinants (PowerPoint)
Mishra, Ashok K.; Lence, Sergio H. - Regional Research Committee NC-1014: Agricultural and … - 2008
Persistent link: https://www.econbiz.de/10005256607
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An Economic Evaluation of Forecasts of Relevance to Agribusinesses and Agricultural Lenders (PowerPoint)
Lence, Sergio H.; Wu, Jingtao; Lawrence, John D. - Regional Research Committee NC-1014: Agricultural and … - 2008
Persistent link: https://www.econbiz.de/10005256614