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Recent Developments in Unit Root Tests and Historical Crop Yields

Zapata, Hector O.; Maradiaga, David I.; Pujula, Aude Liliana - 2011

nonstationarity in crop yields using these tests versus using modified versions of these tests (Ng and Perron, 2001) that are assumed …

Persistent link: https://www.econbiz.de/10009444349

The Environmental Kuznets Curve: Implications of Non-stationarity

Perman, Roger; Stern, David I - 1999

In this paper, we apply time series techniques for panel data to the environmental Kuznets curve (EKC) model. Within the literature that estimates emissions-income relations in the EKC context, little attention has been paid to the time series properties of the data and in particular to whether...

Persistent link: https://www.econbiz.de/10009451659

Forecasting Corn Futures Volatility in the Presence of Long Memory, Seasonality and Structural Change

Wang, Xiaoyang; Garcia, Philip - 2011

Price volatility in the corn market has changed considerably globalization and stronger linkages to the energy complex. Using data from January 1989 through December 2009, we estimate and forecast the volatility in the corn market using futures daily prices. Estimates in a Fractional Integrated...

Persistent link: https://www.econbiz.de/10009444337

International asset prices : empirical evidence

Leonardo Morales-Arias - 2009

The recently witnessed financial turmoil and the current international stability context have demonstrated the need for a deeper understandingabout ex-ante international asset price fluctuations. Moreover, it is now more evident that very little is known about real estate securities and their...

Persistent link: https://www.econbiz.de/10009429017

Individual QoS versus aggregate QoS: A loss performance study

Xu, Ying; Guérin, Roch A - 2005

This paper explores the differences that can exist between individual and aggregate loss guarantees in an environment where guarantees are only provided at an aggregate level. The focus is on understanding which traffic parameters are responsible for inducing possible deviations and to what...

Persistent link: https://www.econbiz.de/10009439223

Unstable Individual Preferences and Stable Aggregate Demand: French Consumers’ Willingness to Pay for Farmed and Wild Cod

Alfnes, Frode; Rickertsen, Kyrre - 2009

generated by aggregation ratherthan derived from stable individual preferences. …

Persistent link: https://www.econbiz.de/10009444758

Sectoral mark-up dynamics in Spain

Estrada García, Angel; López Salido, J. David - 2005

In this paper we show that value-added mark-ups tend to be pro-cyclical in manufacturing and counter-cyclical in market services. However, at the sectoral level value-added mark-ups may be misinterpreted if intermediate input variations are ignored. This is particularly true in the case of the...

Persistent link: https://www.econbiz.de/10012530066

Spatial Aggregation and Prediction in the Hedonic Model

Fulcher, Charles Michael - 2003

as to the acceptability of spatial aggregation in hedonic property value models. Both statistical tests and tests based … upon prediction errors are performed in order to identify the circumstances under which aggregation is statistically … importance of specification and functional form as determinants of both the acceptability of aggregation and predictive power …

Persistent link: https://www.econbiz.de/10009431197