Are daily agricultural grains prices stationary? New evidence from GARCH-based unit root tests
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More about this item
KeywordsTrend; Structural break; Conditional heteroscedasticity; Unit root; Agricultural grains prices;
- C12 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Hypothesis Testing: General
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- Q11 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Aggregate Supply and Demand Analysis; Prices
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2017-12-11 (Agricultural Economics)
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