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Partially overlapping time series : a new model for volatility dynamics in commodity futures
Smith, Aaron D. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003729960
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Forecasting in the presence of level shifts
Smith, Aaron D. (contributor) - 2004
Persistent link: https://www.econbiz.de/10003729962
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Markov-switching model selection using Kulklback-Leibler divergence
Smith, Aaron D. (contributor); Naik, Prasad A. (contributor) - 2005
Persistent link: https://www.econbiz.de/10003729998
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Impacts of policy reforms on the supply of Mexican labor to US farms : new evidence from Mexico
Boucher, Steve; Smith, Aaron D.; Taylor, J. Edward; … - 2005
Persistent link: https://www.econbiz.de/10003730003
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Markov-switiching model selection using Kullback-Leibler divergence
Smith, Aaron D.; Naik, Prasad A.; Tsai, Chih-Ling - In: Journal of econometrics 134 (2006) 2, pp. 553-577
Persistent link: https://www.econbiz.de/10003374342
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Volatility dynamics of NYMEX natural gas futures prices
Suenaga, Hiroaki; Smith, Aaron D.; Williams, Jeffrey - In: The journal of futures markets 28 (2008) 5, pp. 438-463
Persistent link: https://www.econbiz.de/10003699693
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Impacts of policy reforms on the supply of Mexican labor to U.S. farms : new evidence from Mexico
Boucher, Stephen R.; Smith, Aaron D.; Taylor, J. Edward; … - In: Review of agricultural economics : RAE 29 (2007) 1, pp. 4-16
Persistent link: https://www.econbiz.de/10003561858
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Effects of milk marketing order regulation on the share of fluid-grade milk in the United States
Balagtas, Joseph V.; Smith, Aaron D.; Sumner, Daniel A. - In: American journal of agricultural economics 89 (2007) 4, pp. 839-851
Persistent link: https://www.econbiz.de/10003564091
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Efficiency of the California electricity reserves market
Metaxoglou, Konstantinos; Smith, Aaron D. - In: Journal of applied econometrics 22 (2007) 6, pp. 1127-1144
Persistent link: https://www.econbiz.de/10003565290
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Estimating the market effect of a food scare : the case of genetically modified starlink corn
Carter, Colin Andre; Smith, Aaron D. - In: The review of economics and statistics 89 (2007) 3, pp. 522-533
Persistent link: https://www.econbiz.de/10003509914