Estimating Coal Price Dynamics with the Principal Components Method
Download full text from publisher
References listed on IDEAS
- Breusch, T S, 1978. "Testing for Autocorrelation in Dynamic Linear Models," Australian Economic Papers, Wiley Blackwell, vol. 17(31), pages 334-355, December.
- Harris, David, 1997.
"Principal Components Analysis of Cointegrated Time Series,"
Cambridge University Press, vol. 13(04), pages 529-557, August.
- Harris, D., 1996. "Principal Components Analysis of Cointegrated Time Series," Monash Econometrics and Business Statistics Working Papers 2/96, Monash University, Department of Econometrics and Business Statistics.
- Massimiliano Marcellino & Carlo A. Favero & Francesca Neglia, 2005.
"Principal components at work: the empirical analysis of monetary policy with large data sets,"
Journal of Applied Econometrics,
John Wiley & Sons, Ltd., vol. 20(5), pages 603-620.
- Carlo Ambrogio Favero & Massimilano Marcellino & Francesca Neglia, "undated". "Principal components at work: The empirical analysis of monetary policy with large datasets," Working Papers 223, IGIER (Innocenzo Gasparini Institute for Economic Research), Bocconi University.
More about this item
Keywordscoal prices; environmental protection measures; priority dispatching;
- C22 - Mathematical and Quantitative Methods - - Single Equation Models; Single Variables - - - Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes
- C40 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - General
- C50 - Mathematical and Quantitative Methods - - Econometric Modeling - - - General
- Q31 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Nonrenewable Resources and Conservation - - - Demand and Supply; Prices
- Q40 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - General
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:rjr:romjef:v::y:2010:i:2:p:188-212. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Corina Saman). General contact details of provider: http://edirc.repec.org/data/ipacaro.html .