The Robustness Of Single Index Models In Crop Markets: A Multiple Index Model Test
The single index model (SIM), developed for analysis of financial assets, is assessed as a tool for evaluating the risk-return tradeoff faced in agricultural enterprise selection. This study tests whether some of the hypotheses underlying the SIM are valid when the SIM is used in agricultural cropping decisions. Empirical evidence from county level data does not support SIM hypotheses, indicating that more robust results might come from multiple index models.
Volume (Year): 16 (1991)
Issue (Month): 02 (December)
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- Blank, Steven C., 1990. "Returns To Limited Crop Diversification," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(02), December.
- Levinsohn, J. & Mackie-Mason, J.K., 1989.
"A Simple, Consistent Estimator For Disturbance Components In Financial Models,"
443, Stockholm - International Economic Studies.
- Levinsohn, James & MacKie-Mason, Jeffrey K, 1990. "A Simple, Consistent Estimator for Disturbance Components in Financial Models," The Review of Economics and Statistics, MIT Press, vol. 72(3), pages 516-20, August.
- Levinsohn, J. & Mackie-Mason, J., 1989. "A Simple, Consistent Estimator For Disturbance Components In Financial Models," Papers 89-16, Michigan - Center for Research on Economic & Social Theory.
- James A. Levinsohn & Jeffrey K. MacKie-Mason, 1989. "A Simple, Consistent Estimator for Disturbance Components in Financial Models," NBER Technical Working Papers 0080, National Bureau of Economic Research, Inc.
- Levinsohn, J. & Mackie-Mason, J.K., 1989. "A Simple, Consistent Estimate For Disturbance Components In Financial Models," Working Papers 243, Research Seminar in International Economics, University of Michigan.
- repec:tpr:qjecon:v:94:y:1980:i:2:p:317-28 is not listed on IDEAS
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