Persistence, long memory, and unit roots in commodity prices
Luis A. Gil-Alana, Juncal Cunado and Fernando Pérez de Gracia
| Year of publication: |
2012
|
|---|---|
| Authors: | Gil-Alaña, Luis A. ; Cuñado Eizaguirre, Juncal ; Perez de Gracia, Fernando |
| Published in: |
Canadian journal of agricultural economics : CJAE. - Hoboken, NJ : Wiley-Blackwell, ISSN 0008-3976, ZDB-ID 417256-5. - Vol. 60.2012, 4, p. 451-468
|
| Subject: | Agrarpreis | Agricultural price | Zeitreihenanalyse | Time series analysis | Einheitswurzeltest | Unit root test | Stochastischer Prozess | Stochastic process | Strukturbruch | Structural break | USA | United States | 1960-2008 |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009687939