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Citations of
Aaron Smith

For current contact information and a more complete listing of works, please see here

The citations below have been collected in an experimental project, CitEc. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.

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Working papers

  1. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2005. "Markov-Switching Model Selection Using Kullback-Leibler Divergence," Working Papers 11976, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
    Published as:

    Cited by:

    1. José Casals Carro & Miguel Jerez Méndez & Sonia Sotoca López, 2006. "Decomposition of state-space Model with inputs: The theory and an application to estimate the ROI of advertising," Documentos del Instituto Complutense de Análisis Económico 0602, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales. [Downloadable!]
    2. Philippe J. Deschamps, 2008. "Comparing smooth transition and Markov switching autoregressive models of US unemployment," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 23(4), pages 435-462. [Downloadable!]
      Other versions:

  2. Carter, Colin A. & Smith, Aaron, 2004. "The Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn," Working Papers 11997, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]

    Cited by:

    1. Resende-Filho, Moises A. & Buhr, Brian L., 2006. "Economic Evidence of Willingness to Pay for the National Animal Identification System in the US," 2006 Annual Meeting, August 12-18, 2006, Queensland, Australia 25342, International Association of Agricultural Economists. [Downloadable!]

  3. Smith, Aaron, 2004. "Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures," Working Papers 11978, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Power, Gabriel J. & Turvey, Calum G., 2008. "On Term Structure Models of Commodity Futures Prices and the Kaldor-Working Hypothesis," 2008 Conference, April 21-22, 2008, St. Louis, Missouri 37608, NCCC-134 Conference on Applied Commodity Price Analysis, Forecasting, and Market Risk Management. [Downloadable!]
    2. Karali, Berna & Dorfman, Jeffrey H. & Thurman, Walter N., 2008. "Do Inventory and Time-to-Delivery Effects Vary Across Futures Contracts? Insights from a Smoothed Bayesian Estimator," 2008 Annual Meeting, July 27-29, 2008, Orlando, Florida 6084, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]

  4. Smith, Aaron & Paul, Catherine J. Morrison & Goe, W. Richard & Kenney, Martin, 2004. "Computer and Internet Use by Great Plains Farmers," Working Papers 11947, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Baer, Alexander G. & Brown, Cheryl, 2006. "Adoption of E-Marketing by Direct Market Farms in the Northeastern U.S," 2006 Annual meeting, July 23-26, Long Beach, CA 21320, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    2. Briggeman, Brian C. & Whitacre, Brian E., 2008. "Farming and the Internet: Factors Affecting Input Purchases Online and Reasons for Non-Adoption," 2008 Annual Meeting, February 2-6, 2008, Dallas, Texas 6871, Southern Agricultural Economics Association. [Downloadable!]

  5. Taylor, J. Edward & Boucher, Stephen & Smith, Aaron & Yunez-Naude, Antonio, 2004. "Impacts Of Policy Reforms On The Supply Of Mexican Labor To U.S. Farms: New Evidence From Mexico," 2004 Annual meeting, August 1-4, Denver, CO 19993, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association). [Downloadable!]
    Published as:

    Cited by:

    1. J. Edward Taylor, 2006. "The relationship between international migration, trade, and development: some paradoxes and findings," Proceedings, Federal Reserve Bank of Dallas, pages 199-212. [Downloadable!]

  6. Smith, Aaron, 2004. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Working Papers 11974, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
    Published as:

    Cited by:

    1. Derek Bond & Michael J. Harrison & Edward J. O'Brien, 2009. "Exploring Long Memory and Nonlinearity in Irish Real Exchange Rates using Tests based on Semiparametric Estimation," Working Papers 200901, School Of Economics, University College Dublin. [Downloadable!]
    2. Dominique Guegan, 2005. "How can we define the concept of long memory ? An econometric survey," Post-Print halshs-00179343_v1, HAL. [Downloadable!]
      Other versions:
    3. Les Oxley & Chris Price & William Rea & Marco Reale, 2008. "A New Procedure to Test for H Self-Similarity," Working Papers in Economics 08/16, University of Canterbury, Department of Economics. [Downloadable!]

  7. Robert F. Engle & Aaron D. Smith, 1998. "Stochastic Permanent Breaks," University of California at San Diego, Economics Working Paper Series 98-03, Department of Economics, UC San Diego. [Downloadable!]
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    Cited by:

    1. Guglielmo Caporale & Luis Gil-Alana, 2009. "Multiple shifts and fractional integration in the US and UK unemployment rates," Journal of Economics and Finance, Springer, vol. 33(4), pages 364-375, October. [Downloadable!] (restricted)
    2. Todd E. Clark & Michael W. McCracken, 2004. "Improving forecast accuracy by combining recursive and rolling forecasts," Research Working Paper RWP 04-10, Federal Reserve Bank of Kansas City. [Downloadable!]
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    3. J. Cuñado & L. Gil-Alana & F. Gracia, 2009. "US stock market volatility persistence: evidence before and after the burst of the IT bubble," Review of Quantitative Finance and Accounting, Springer, vol. 33(3), pages 233-252, October. [Downloadable!] (restricted)
    4. Elena Andreou & Eric Ghysels, 2001. "Detecting Mutiple Breaks in Financial Market Volatility Dynamics," CIRANO Working Papers 2001s-65, CIRANO. [Downloadable!]
      Other versions:
    5. Pierre Perron & Zhongjun Qu, 2006. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts and its Implications for Stock Returns Volatility," Boston University - Department of Economics - Working Papers Series WP2006-016, Boston University - Department of Economics. [Downloadable!]
    6. Katsumi Shimotsu, 2006. "Simple (but effective) tests of long memory versus structural breaks," Working Papers 1101, Queen's University, Department of Economics. [Downloadable!]
    7. Smith, Aaron, 2004. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Working Papers 11974, University of California, Davis, Department of Agricultural and Resource Economics. [Downloadable!]
      Other versions:
    8. Francis X. Diebold, 2004. "The Nobel Memorial Prize for Robert F. Engle," PIER Working Paper Archive 04-010, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania. [Downloadable!]
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    9. David Hendry & Michael P. Clements, 2001. "Economic Forecasting: Some Lessons from Recent Research," Economics Papers 2002-W11, Economics Group, Nuffield College, University of Oxford. [Downloadable!]
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    10. Clive Granger & Namwon Hyung, 1999. "Occasional Structural Breaks and Long Memory," University of California at San Diego, Economics Working Paper Series 1999-14, Department of Economics, UC San Diego. [Downloadable!]
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    11. Siem Jan Koopman & Charles S. Bos, 2002. "Time Series Models with a Common Stochastic Variance for Analysing Economic Time Series," Tinbergen Institute Discussion Papers 02-113/4, Tinbergen Institute. [Downloadable!]
    12. Dominique Guegan, 2005. "How can we define the concept of long memory ? An econometric survey," Post-Print halshs-00179343_v1, HAL. [Downloadable!]
      Other versions:
    13. Anders Rahbek & Neil Shephard, 2001. "Autoregressive conditional root model," Economics Papers 2002-W7, Economics Group, Nuffield College, University of Oxford, revised 01 Feb 2002. [Downloadable!]
    14. Mohamed Boutahar & Gilles Dufrénot & Anne Péguin-Feissolle, 2008. "A Simple Fractionally Integrated Model with a Time-varying Long Memory Parameter d t ," Computational Economics, Springer, vol. 31(3), pages 225-241, April. [Downloadable!] (restricted)
    15. David Hendry, 2000. "A General Forecast-error Taxonomy," Econometric Society World Congress 2000 Contributed Papers 0608, Econometric Society. [Downloadable!]
    16. Gary Biglaiser & Ching-to Albert Ma, 2006. "Moonlighting: Public Service and Private Practice," Boston University - Department of Economics - Working Papers Series WP2006-015, Boston University - Department of Economics. [Downloadable!]
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    17. N. Hyung & P.F. Franses, 2002. "Inflation rates," Econometric Institute Report 261, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    18. Francis X. Diebold & Atsushi Inoue, 2000. "Long Memory and Regime Switching," NBER Technical Working Papers 0264, National Bureau of Economic Research, Inc. [Downloadable!] (restricted)
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    19. N. Hyung & P.H.B.F. Franses, 2001. "Structural breaks and long memory in US inflation rates," Econometric Institute Report 221, Erasmus University Rotterdam, Econometric Institute. [Downloadable!]
    20. Oscar Martinez & Jose Olmo, 2008. "A Nonlinear Threshold Model for the Dependence of Extremes of Stationary Sequences," City University Economics Discussion Papers 08/08, Department of Economics, City University, London. [Downloadable!]
    21. Pierre Perron & Zhongjun Qu, 2007. "An Analytical Evaluation of the Log-periodogram Estimate in the Presence of Level Shifts," Boston University - Department of Economics - Working Papers Series wp2007-044, Boston University - Department of Economics. [Downloadable!]
    22. Geetesh Bhardwaj & Norman Swanson, 2004. "An Empirical Investigation of the Usefulness of ARFIMA Models for Predicting Macroeconomic and Financial Time Series," Departmental Working Papers 200422, Rutgers University, Department of Economics. [Downloadable!]
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    23. C.S. Bos & S.J. Koopman & M. Ooms, 2007. "Long Memory Modelling of Inflation with Stochastic Variance and Structural Breaks," Tinbergen Institute Discussion Papers 07-099/4, Tinbergen Institute. [Downloadable!]
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    24. Mohamed Boutahar & Mustapha Belkhouja, 2007. "Le Changement Structurel Dans Un Environnement Mémoire Longue," Working Papers halshs-00352610_v1, HAL. [Downloadable!]
    25. González Gómez, Andrés, 2004. "A smooth permanent surge process," Working Paper Series in Economics and Finance 572, Stockholm School of Economics. [Downloadable!]

Articles

  1. Stephen R. Boucher & Aaron Smith & J. Edward Taylor & Antonio Yúnez-Naude, 2007. "Impacts of Policy Reforms on the Supply of Mexican Labor to U.S. Farms: New Evidence from Mexico," Review of Agricultural Economics, American Agricultural Economics Association, vol. 29(1), pages 4-16, 03. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  2. Smith, Aaron & Naik, Prasad A. & Tsai, Chih-Ling, 2006. "Markov-switching model selection using Kullback-Leibler divergence," Journal of Econometrics, Elsevier, vol. 134(2), pages 553-577, October. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  3. Aaron Smith, 2005. "Partially overlapping time series: a new model for volatility dynamics in commodity futures," Journal of Applied Econometrics, John Wiley & Sons, Ltd., vol. 20(3), pages 405-422. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  4. Smith, Aaron, 2005. "Level Shifts and the Illusion of Long Memory in Economic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 23, pages 321-335, July. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.

  5. Smith, Aaron & Goe, W. Richard & Kemey, Martin & Paul, Catherine J. Morrison, 2004. "Computer and Internet Use by Great Plains Farmers," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(03), December. [Downloadable!]
    Other versions:

    See citations under working paper version above.

  6. Robert F. Engle & Aaron D. Smith, 1999. "Stochastic Permanent Breaks," The Review of Economics and Statistics, MIT Press, vol. 81(4), pages 553-574, November. [Downloadable!] (restricted)
    Other versions:

    See citations under working paper version above.Sorry, no citations of articles recorded.

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This page was last updated on 2009-11-13.

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