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AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach

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  • Holt, Matthew T.
  • Craig, Lee A.

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  • Holt, Matthew T. & Craig, Lee A., 2006. "AJAE Appendix: Nonlinear Dynamics and Structural Change in the U.S. Hog-Corn Ratio: A Time-Varying Star Approach," American Journal of Agricultural Economics Appendices, Agricultural and Applied Economics Association, vol. 0(Number 1), pages 1-16, February.
  • Handle: RePEc:ags:ajaeap:7402
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    File URL: http://ageconsearch.umn.edu/record/7402/files/hog%20corn%20ratio.pdf
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    References listed on IDEAS

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    1. Clements, Michael P. & Smith, Jeremy, 1997. "The performance of alternative forecasting methods for SETAR models," International Journal of Forecasting, Elsevier, vol. 13(4), pages 463-475, December.
    2. Lundbergh, Stefan & Terasvirta, Timo & van Dijk, Dick, 2003. "Time-Varying Smooth Transition Autoregressive Models," Journal of Business & Economic Statistics, American Statistical Association, vol. 21(1), pages 104-121, January.
    3. Joon Y. Park, 2003. "Bootstrap Unit Root Tests," Econometrica, Econometric Society, vol. 71(6), pages 1845-1895, November.
    4. Eitrheim, Oyvind & Terasvirta, Timo, 1996. "Testing the adequacy of smooth transition autoregressive models," Journal of Econometrics, Elsevier, vol. 74(1), pages 59-75, September.
    5. Eklund, Bruno, 2003. "Testing the unit root hypothesis against the logistic smooth transition autoregressive model," SSE/EFI Working Paper Series in Economics and Finance 546, Stockholm School of Economics.
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    Citations

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    Cited by:

    1. Pede, Valerien O. & Florax, Raymond J.G.M. & Lambert, Dayton M., 2014. "Spatial econometric STAR models: Lagrange multiplier tests, Monte Carlo simulations and an empirical application," Regional Science and Urban Economics, Elsevier, vol. 49(C), pages 118-128.
    2. Michael Funke & Marc Gronwald, 2008. "The Undisclosed Renminbi Basket: Are the Markets Telling Us Something about Where the Renminbi-US Dollar Exchange Rate is Going?," The World Economy, Wiley Blackwell, vol. 31(12), pages 1581-1598, December.
    3. repec:eee:ecofin:v:44:y:2018:i:c:p:265-277 is not listed on IDEAS
    4. repec:eee:wdevel:v:96:y:2017:i:c:p:490-502 is not listed on IDEAS
    5. Kim, Hyeongwoo & Kim, Jintae, 2018. "London calling: Nonlinear mean reversion across national stock markets," The North American Journal of Economics and Finance, Elsevier, vol. 44(C), pages 265-277.
    6. Ubilava, David, 2017. "The ENSO Effect and Asymmetries in Wheat Price Dynamics," World Development, Elsevier, vol. 96(C), pages 490-502.
    7. Berg, Ernst & Huffaker, Ray, 2015. "Explaining the German hog price cycle: A nonlinear dynamics approach," 144th Seminar, February 9-13, 2015, Innsbruck-Igls, Austria 206210, European Association of Agricultural Economists.

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    Keywords

    Agribusiness;

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