An Information Approach to the Dynamics in Farm Income: Implications for Farmland Markets
Download full text from publisher
References listed on IDEAS
- Robertson, John C & Tallman, Ellis W & Whiteman, Charles H, 2005. "Forecasting Using Relative Entropy," Journal of Money, Credit and Banking, Blackwell Publishing, vol. 37(3), pages 383-401, June.
- Bentes, Sónia R. & Menezes, Rui & Mendes, Diana A., 2008.
"Long memory and volatility clustering: Is the empirical evidence consistent across stock markets?,"
Physica A: Statistical Mechanics and its Applications,
Elsevier, vol. 387(15), pages 3826-3830.
- Sonia R. Bentes & Rui Menezes & Diana A. Mendes, 2007. "Long Memory and Volatility Clustering: is the empirical evidence consistent across stock markets?," Papers 0709.2178, arXiv.org, revised Mar 2008.
- Shiller, Robert J, 1981.
"Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?,"
American Economic Review,
American Economic Association, vol. 71(3), pages 421-436, June.
- Robert J. Shiller, 1980. "Do Stock Prices Move Too Much to be Justified by Subsequent Changes in Dividends?," NBER Working Papers 0456, National Bureau of Economic Research, Inc.
- Robert J. Shiller, 2003.
"From Efficient Markets Theory to Behavioral Finance,"
Journal of Economic Perspectives,
American Economic Association, vol. 17(1), pages 83-104, Winter.
- Robert J. Shiller, 2002. "From Efficient Market Theory to Behavioral Finance," Cowles Foundation Discussion Papers 1385, Cowles Foundation for Research in Economics, Yale University.
- Charles Moss & Ashok Mishra & Kenneth Erickson, 2007.
"Next year on the US farmland market: an informational approach,"
Taylor & Francis Journals, vol. 39(5), pages 581-585.
- Moss, Charles B. & Mishra, Ashok K. & Erickson, Kenneth W., 2005. "Next Year On The U.S. Farmland Market: An Informational Approach," 2005 Annual meeting, July 24-27, Providence, RI 19186, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
- Maasoumi, Esfandiar & Racine, Jeff, 2002. "Entropy and predictability of stock market returns," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 291-312, March.
- Golan, Amos, 2007. "Information and entropy econometrics - volume overview and synthesis," Journal of Econometrics, Elsevier, vol. 138(2), pages 379-387, June.
- Barry K. Goodwin & Ashok K. Mishra & François N. Ortalo-Magné, 2003. "What's Wrong with Our Models of Agricultural Land Values?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 85(3), pages 744-752.
- Gabriel Power & Calum Turvey, 2010. "US rural land value bubbles," Applied Economics Letters, Taylor & Francis Journals, vol. 17(7), pages 649-656.
- Soofi, E. S. & Retzer, J. J., 2002. "Information indices: unification and applications," Journal of Econometrics, Elsevier, vol. 107(1-2), pages 17-40, March.
CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Dong Hee Suh, 2018. "An Entropy Approach to Regional Differences in Carbon Dioxide Emissions: Implications for Ethanol Usage," Sustainability, MDPI, Open Access Journal, vol. 10(1), pages 1-11, January.
- Muhammad Hafeez & Chunhui Yuan & Issam Khelfaoui & Almalki Sultan Musaad O & Muhammad Waqas Akbar & Liu Jie, 2019. "Evaluating the Energy Consumption Inequalities in the One Belt and One Road Region: Implications for the Environment," Energies, MDPI, Open Access Journal, vol. 12(7), pages 1-15, April.
- Salois, Matthew J., 2013. "Regional changes in the distribution of foreign aid: An entropy approach," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 392(13), pages 2893-2902.
More about this item
Keywordsinformation theory; farmland markets; farm income;
- Q24 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Renewable Resources and Conservation - - - Land
- Q14 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Agriculture - - - Agricultural Finance
- C49 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods: Special Topics - - - Other
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-AGR-2010-11-27 (Agricultural Economics)
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:pra:mprapa:26850. 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: (Joachim Winter). General contact details of provider: http://edirc.repec.org/data/vfmunde.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.