Market analysis with rational expectations : Theory and estimation
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Econometrics.
Volume (Year): 10 (1979)
Issue (Month): 2 (June)
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Web page: http://www.elsevier.com/locate/jeconom
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- Holt, Matthew T. & Aradhyula, Satheesh V., 1998. "Endogenous risk in rational-expectations commodity models: A multivariate generalized ARCH-M approach," Journal of Empirical Finance, Elsevier, vol. 5(2), pages 99-129, June.
- Kapombe, Crispin M. & Colyer, Dale, 1999. "A structural time series analysis of US broiler exports," Agricultural Economics, Blackwell, vol. 21(3), pages 295-307, December.
- Kapombe, Crispin M. & Colyer, Dale, 1998. "Modeling U.S. Broiler Supply Response: A Structural Time Series Approach," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 27(2), October.
- Burton, Diana M. & Love, H. Alan, 1996. "A Review Of Alternative Expectations Regimes In Commodity Markets: Specification, Estimation, And Hypothesis Testing Using Structural Models," Agricultural and Resource Economics Review, Northeastern Agricultural and Resource Economics Association, vol. 25(2), October.
- Chembezi, Duncan M. & Cacho, Joyce A., 1997. "Alternative Price Expectation Formulation and Information Access," 1997 Annual Meeting, July 13-16, 1997, Reno\Sparks, Nevada 35905, Western Agricultural Economics Association.
- Matthew T. Holt & Andrew M. McKenzie, 2003. "Quasi-rational and ex ante price expectations in commodity supply models: an empirical analysis of the US broiler market," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 18(4), pages 407-426.
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