The estimation of threshold models in price transmission analysis
Friederike Greb, Stephan von Cramon-Taubadel, Tatyana Krivobokova and Axel Munk
| Year of publication: |
2013
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|---|---|
| Authors: | Greb, Friederike ; Cramon-Taubadel, Stephan von ; Krivobokova, Tatyana ; Munk, Axel |
| Published in: |
American journal of agricultural economics. - Cary, NC : Oxford University Press, ISSN 0002-9092, ZDB-ID 218188-5. - Vol. 95.2013, 4, p. 900-916
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| Subject: | Bayesian estimator | market integration | price transmission | spatial arbitrage | TVECM | Marktintegration | Market integration | Schätzung | Estimation | Preiskonvergenz | Price convergence | Schätztheorie | Estimation theory | Kointegration | Cointegration | Preis | Price | Regionaler Preisindex | Regional price index | Bayes-Statistik | Bayesian inference | Arbitrage |
| 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/10010203445