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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- Oliver Linton, 2000.
"Efficient estimation of generalized additive nonparametric regression models,"
LSE Research Online Documents on Economics
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"Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market,"
CEPR Discussion Papers
5994, C.E.P.R. Discussion Papers.
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Econometric Society, vol. 61(4), pages 821-56, July.
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- Lin, Chien-Fu Jeff & Terasvirta, Timo, 1994. "Testing the constancy of regression parameters against continuous structural change," Journal of Econometrics, Elsevier, vol. 62(2), pages 211-228, June.
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