Dynamic Econometric Modeling of the U.S. Wheat Grain Market
Structural-time series models have not gained much ground in commodity market modeling despite the overwhelming popularity of time series approaches in forecasting and dynamic analyses. This dissertation contributes by applying developments in seasonal cointegration and structural-time series analys...
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| Format: | Others |
| Language: | en |
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LSU
2002
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| Online Access: | http://etd.lsu.edu/docs/available/etd-1030102-095941/ |