Comment on "The Evolving Relationships between Agricultural and Energy Commodity Prices: A Shifting-Mean Vector Autoregressive Analysis"
In: The Economics of Food Price Volatility
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- Linton, Oliver B., 2000.
"Efficient Estimation Of Generalized Additive Nonparametric Regression Models,"
Cambridge University Press, vol. 16(04), pages 502-523, August.
- Oliver Linton, 2000. "Efficient estimation of generalized additive nonparametric regression models," LSE Research Online Documents on Economics 314, London School of Economics and Political Science, LSE Library.
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- Andrews, Donald W K, 1993.
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Econometric Society, vol. 61(4), pages 821-56, July.
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- Kilian, Lutz, 2006.
"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
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- Lutz Kilian, 2009. "Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market," American Economic Review, American Economic Association, vol. 99(3), pages 1053-69, June.
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