Results 141 to 150 of about 81,645 (313)
Put-call parity econometric model for currency options market efficiency tests
, 2010 A new era in currency trading began in July 2007 with the launching of World Currency Options (WCO). The aim of this paper is to provide new evidence of the WCO market’s efficiency based on the no-arbitrage put-call parity (PCP) relationship.
Hoque, Ariful
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AI &Innovation, EarlyView.ABSTRACT The rapid advancement of large language model (LLM) technology is profoundly transforming the practice of social science research. Scholarly discussions on Artificial Intelligence (AI)'s role in social science research can be organised into three levels: AI as a research tool, AI as a methodological infrastructure and AI as a quasi‐cognitive ...
Jie Xiong
wiley +1 more source
Econometric Model for Cement demand and supply in Bolivia [PDF]
This document introduce the obtained results of the econometric estimation of cement demand and supply in Bolivia considered as a simultaneous equations model, based on two equations, one for the demand and another for the supply.
Melitón Ramirez Mattos
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American Journal of Agricultural Economics, EarlyView.Abstract Our general interest is in global trade loss from livestock pathogens, specifically exports. We adopt a causal inference approach that considers animal disease outbreaks over time as non‐staggered binary treatments with the potential for switching in (infection) and out of treatment (recovery) within the sample period. The outcome evolution of
Mohammad Maksudur Rahman +1 more
wiley +1 more source
ECONOMETRIC-PROCESS MODELS FOR INTEGRATED ASSESSMENT OF AGRICULTURAL PRODUCTION SYSTEMS
This paper develops the conceptual and empirical basis for a class of empirical economic production models that can be linked to site-specific bio-physical models for use in integrated assessment research.
Capalbo, Susan M., Antle, John M.
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Exploring the Environmental Kuznets Hypothesis. Theoretical and Econometric Problems [PDF]
Focussing on the prime example of CO2 emissions, we discuss several important theoretical and econometric problems that arise when studying environmental Kuznets curves (EKCs). The dominant theoretical approach is given by integrated assessment modelling,
Müller-Fürstenberger, Georg +1 more
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American Journal of Agricultural Economics, EarlyView.Abstract This study examines the impact of soil erosion on agricultural land values in the United States (US) Midwest. Based on a novel county‐level panel data set with information on soil erosion levels and agricultural land values covering five census years (1997, 2002, 2007, 2012, and 2017), we separately investigate the direct effect of two types ...
Le Chen +3 more
wiley +1 more source
Causal misspecifications in econometric models
We bridge together the graph-theoretic and the econometric approach for defining causality in statistical models to consider model misspecification problems.
Itkonen, Juha
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Evaluating the Empirical Performance of Alternative Econometric Models for Oil Price Forecasting [PDF]
The relevance of oil in the world economy explains why considerable effort has been devoted to the development of different types of econometric models for oil price forecasting. Several specifications have been proposed in the economic literature.
Anil Markandya +3 more
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American Journal of Agricultural Economics, EarlyView.Abstract While multiple factors explain low adoption rates of improved varieties by small‐scale farmers in sub‐Saharan Africa, a key supply‐side constraint is the limited availability of seed embodying new traits in the volume, quality, price, and timeliness required by farmers. This constraint is partly attributable to classical failures in the market
Dawit Mekonnen +5 more
wiley +1 more source