Semi-Parametric generalized additive vector autoregressive models of spatial basis dynamics
Year of publication: |
2019
|
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Authors: | Guney, Selin ; Goodwin, Barry K. ; Riquelme, Andrés |
Published in: |
American journal of agricultural economics. - Hoboken, NJ : Wiley, ISSN 1467-8276, ZDB-ID 2026345-4. - Vol. 101.2019, 2, p. 541-562
|
Subject: | Law of one price | generalized additive models | nonlinear time series models | Theorie | Theory | Nichtparametrisches Verfahren | Nonparametric statistics | Zeitreihenanalyse | Time series analysis | Preiskonvergenz | Price convergence | VAR-Modell | VAR model | Nichtlineare Regression | Nonlinear regression |
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