Essays in Financial Econometric Investigations of Farmland Valuations

Essays in Financial Econometric Investigations of Farmland Valuations

This dissertation consists of three essays wherein tools of financial econometrics are used to study the three aspects of farmland valuation puzzle: short-term boom-bust cycles, overpricing of farmland, and inconclusive effects of direct government payments. Essay I addresses the causes of unexplai...

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Bibliographic Details
Main Author: Xu, Jin
Other Authors: Bessler, David
Format: Others
Language:en
Published: 2013
Subjects:
Financial Econometrics
Time Series
Forecast Error Variance Decomposition
Panel Data
Generalized Method of Moments
Seemingly Unrelated Regression
Semi-Parametric
Farmland Valuation
Equity Puzzle
Boom-Bust Cycles
Market Behavior
Economic Value of Information
Direct Government Payments
Climate Change
Policy Analysis
Online Access:http://hdl.handle.net/1969.1/150974

Internet

http://hdl.handle.net/1969.1/150974

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