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Empirische Validierung von Realoptionsmodellen

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  • Odening, Martin
  • Musshoff, Oliver
  • Huettel, Silke

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File URL: http://purl.umn.edu/18825
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Bibliographic Info

Paper provided by Humboldt University Berlin, Department Agricultural Economics in its series Working Paper Series with number 18825.

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Date of creation: 2003
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Handle: RePEc:ags:huiawp:18825

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Keywords: Research Methods/ Statistical Methods;

References

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  1. Rust, John, 1987. "Optimal Replacement of GMC Bus Engines: An Empirical Model of Harold Zurcher," Econometrica, Econometric Society, vol. 55(5), pages 999-1033, September.
  2. Ky�sti S. Pietola & Robert J. Myers, 2000. "Investment under Uncertainty and Dynamic Adjustment in the Finnish Pork Industry," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 82(4), pages 956-967.
  3. Roberts, Kevin & Weitzman, Martin L, 1981. "Funding Criteria for Research, Development, and Exploration Projects," Econometrica, Econometric Society, vol. 49(5), pages 1261-88, September.
  4. Pietola, Kyosti & Myers, Robert J., 1998. "Investment Under Uncertainty And Dynamic Adjustment In Finnish Pork Industry," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20953, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
  5. Hurn, A S & Wright, Robert E, 1994. "Geology or Economics? Testing Models of Irreversible Investment Using North Sea Oil Data," Economic Journal, Royal Economic Society, vol. 104(423), pages 363-71, March.
  6. Andrew B. Abel & Avinash K. Dixit & Janice B. Eberly & Robert S. Pindyck, . "Options, the Value of Capital, and Investment," Rodney L. White Center for Financial Research Working Papers 15-95, Wharton School Rodney L. White Center for Financial Research.
  7. Leahy, John V & Whited, Toni M, 1996. "The Effect of Uncertainty on Investment: Some Stylized Facts," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 28(1), pages 64-83, February.
  8. Caballero, Ricardo J & Pindyck, Robert S, 1996. "Uncertainty, Investment, and Industry Evolution," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 37(3), pages 641-62, August.
  9. Yir-Hueih Luh & Spiro E. Stefanou, 1996. "Estimating Dynamic Dual Models under Nonstatic Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 78(4), pages 991-1003.
  10. Turvey, Calum G., 2002. "Can Hysteresis And Real Options Explain The Farmland Valuation Puzzle?," Working Papers 34131, University of Guelph, Department of Food, Agricultural and Resource Economics.
  11. Philip R. Vande Kamp & Harry M. Kaiser, 1999. "Irreversibility in Advertising-Demand Response Functions: An Application to Milk," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 81(2), pages 385-396.
  12. Kling, Catherine L. & Sexton, Richard & Carman, Hoy, 1991. "Market Integration, Efficiency of Arbitrage, and Imperfect Competition: Methodology and Application to U.S. Celery," Staff General Research Papers 1609, Iowa State University, Department of Economics.
  13. Martin Odening & Oliver Mu�hoff & Alfons Balmann, 2005. "Investment decisions in hog finishing: an application of the real options approach," Agricultural Economics, International Association of Agricultural Economists, vol. 32(1), pages 47-60, 01.
  14. Bill Provencher, 1997. "Structural Versus Reduced-Form Estimation of Optimal Stopping Problems," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 79(2), pages 357-368.
  15. Ricardo J. Caballero & Eduardo M. R. A. Engel & John C. Haltiwanger, 1995. "Plant-Level Adjustment and Aggregate Investment Dynamics," Brookings Papers on Economic Activity, Economic Studies Program, The Brookings Institution, vol. 26(2), pages 1-54.
  16. Oliver Musshoff & Martin Odening & Alfons Balmann & Norbert Hirschauer, 2003. "Is the myopic investor right? Numerical evidence for systematic overestimation of investment reluctance for real options," Computing in Economics and Finance 2003 305, Society for Computational Economics.
  17. Bryant, Amy & Richards, Timothy J., 1998. "Hysteresis And The Shortage Of Agricultural Labor," 1998 Annual meeting, August 2-5, Salt Lake City, UT 20858, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
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Citations

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Cited by:
  1. von Witzke, Harald & Kirschke, Dieter & Lotze-Campen, Hermann & Noleppa, Steffen, 2005. "The Economics of Alternative Strategies for the Reduction of Food-borne Diseases in Developing Countries: The Case of Diarrhea in Rwanda," Working Paper Series 18830, Humboldt University Berlin, Department Agricultural Economics.
  2. Grethe, Harald, 2004. "Turkey's Accession to the EU: What Will the Common Agricultural Policy Cost?," Working Paper Series 18821, Humboldt University Berlin, Department Agricultural Economics.
  3. Badri, Balghis & Knuth, Hardine, 2008. "The Engendered Spaces in the Village at the Edge of the Capital: A Case Study of Al Gharaza/Sudan," Working Paper Series 43095, Humboldt University Berlin, Department Agricultural Economics.
  4. Nolte, Stephan, 2006. "The application of spatial models in the analysis of bilateral trade flows: An alternative to the Armington approach for the world sugar market," Working Paper Series 10288, Humboldt University Berlin, Department Agricultural Economics.
  5. Odening, Martin & Musshoff, Oliver & Utesch, Volker, 2004. "Der Wechsel vom konventionellen zum ökologischen Landbau: Eine investitionstheoretische Betrachtung," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 53(6).
  6. Musshoff, Oliver & Hirschauer, Norbert, 2004. "Optimierung unter Unsicherheit mit Hilfe stochastischer Simulation und Genetischer Algorithmen – dargestellt anhand der Optimierung des Produktionsprogramms eines Brandenburger Marktfruchtbetri," German Journal of Agricultural Economics, Humboldt-Universitaet zu Berlin, Department for Agricultural Economics, vol. 53(7).

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