Do rice prices follow a random walk? : evidence from Markov switching unit root tests for Asian markets
Year of publication: |
November 2016
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Authors: | Valera, Harold Glenn A. ; Lee, Jim |
Published in: |
Agricultural economics : the journal of the International Association of Agricultural Economists. - Hoboken, NJ : Wiley-Blackwell, ISSN 0169-5150, ZDB-ID 742889-3. - Vol. 47.2016, 6, p. 683-695
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Subject: | Unit root | Markov switching | Structural change | Rice price | Einheitswurzeltest | Unit root test | Markov-Kette | Markov chain | Reispreis | Random Walk | Random walk | Reismarkt | Rice market | Schätzung | Estimation | Asien | Asia | Strukturbruch | Structural break |
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