Search Results - subject:"switching regression"

Derivatives as risk management and performance of agricultural banks

Shen, Xuan; Hartarska, Valentina - In: Agricultural Finance Review 73 (2013) April, pp. 290-309

Purpose – The purpose of this paper is to estimate the impact of financial derivatives on profitability in agricultural banks. Agricultural banks are new to the derivatives market and are unlikely to use financial derivatives for risk speculation. Thus, the paper also provides evidence on the...

Persistent link: https://www.econbiz.de/10010688445

Impacts of natural resource management technologies on agricultural yield and household income: The system of rice intensification in Timor Leste

Noltze, Martin; Schwarze, Stefan; Qaim, Matin - In: Ecological Economics 85 (2013) C, pp. 59-68

. Heterogeneity is accounted for in an endogenous switching regression framework. Comparing mean yield and income levels, we find no …

Persistent link: https://www.econbiz.de/10010608182

Does agricultural trade affect productivity? : Evidence from Chilean farms

Fleming, David A. - In: Food policy : economics planning and politics of food … 41 (2013), pp. 11-17

Persistent link: https://www.econbiz.de/10010201387

Derivatives as risk management and performance of agricultural banks

Shen, Xuan; Hartarska, Valentina - In: Agricultural finance review 73 (2013) 2, pp. 290-309

Persistent link: https://www.econbiz.de/10010187478

Forecasting economic variables with nonlinear models

Teräsvirta, Timo - 2005

This article is concerned with forecasting from nonlinear conditional mean models. First, a number of often applied nonlinear conditional mean models are introduced and their main properties discussed. The next section is devoted to techniques of building nonlinear models. Ways of computing...

Persistent link: https://www.econbiz.de/10010281245

Determing the number of regimes in a threshold autoregressive model using smooth transition autoregressions

Strikholm, Birgit; Teräsvirta, Timo - 2005

In this paper we propose a method for determining the number of regimes in threshold autoregressive models using smooth transition autoregression as a tool. As the smooth transition model is just an approximation to the threshold autoregressive one, no asymptotic properties are claimed for the...

Persistent link: https://www.econbiz.de/10010281439

How Costly is it for Poor Farmers to Lift Themselves out of Subsistence?

Cadot, Olivier; Dutoit, Laure; Olarreaga, Marcelo - Départment d'économétrie et d'économie politique … - 2005

The main objective of this paper is to provide estimates of the cost of moving out of subsistence for Madagascar's farmers. The analysis is based on a simple asset-return model of occupational choice. Estimates suggest that the entry (sunk) cost associated with moving out of subsistence can be...

Persistent link: https://www.econbiz.de/10005518837

Valuing the Option to Switch to Organic Farming: An Application to U.S. Corn and Soybeans

Wossink, Ada; Kuminoff, Nicolai V. - European Association of Agricultural Economists - EAAE - 2005

conversion to organic farming. Our empirical model is a switching regression model with two regimes and we use county level data …

Persistent link: https://www.econbiz.de/10005522291

Forecasting economic variables with nonlinear models

Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2005

regression; switching regression Acknowledgements. Financial support from Jan Wallander�s and Tom Hedelius�s Foundation, Grant No … other end, when !1 the LSTR1 model approaches the switching regression (SR) model, see Section 2.4, with two regimes and … 21 = 22. When ! 1 in the LSTR2 model, the result is a switching regression model with three regimes such that the …

Persistent link: https://www.econbiz.de/10005649211

Determining the Number of Regimes in a Threshold Autoregressive Model Using Smooth Transition Autoregressions

Strikholm, Birgit; Teräsvirta, Timo - Economics Institute for Research (SIR), … - 2005

selection criterion, nonlinear modelling, sequential testing, switching regression. JEL Classification Code: C22, C51 ∗This … Stockholm, Sweden, email: Timo.Terasvirta@hhs.se 1 Introduction The switching regression model (Quandt, 1958) and its … the true model is a switching regression or a threshold autoregressive one, no claims about asymptotic properties of our …

Persistent link: https://www.econbiz.de/10005649220