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	Provedor de dados AgEcon (1) Autor Kim, Man-Keun (1) Lee, Andrew C. (1) Palavra-chave Captive supply (1) Flexible least squares (1) Research Methods/ Statistical Methods (1) Structural break (1) Time varying coefficient (1) Tipo do documento Conference Paper or Presentation (1) Ano 2005 (1) País United States (1) Idioma Inglês (1)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 1 Primeira ... 1 ... Última Time Varying Coefficient: An Application of Flexible Least Squares to Cattle Captive Supply AgEcon Kim, Man-Keun; Lee, Andrew C.. Although conventional linear regression techniques assume time constancy of parameters time varying coefficient or the problem of structural instability in econometric relationships has been recognized by econometricians. In this study, time varying impact of captive supply on fed cattle cash market price is investigated via flexible least squares approach. Time path of flexible least squares coefficient estimate indicates an approximately four fold increase in price impact of captive supply over the sample period, but even this multiplied price impact is small compared to the effect of boxed beef price which shows negligible time variation. The time path also aids in identification of structural breaks in the price impact of captive supply. Tipo: Conference Paper or Presentation Palavras-chave: Time varying coefficient; Flexible least squares; Structural break; Captive supply; Research Methods/ Statistical Methods. Ano: 2005 URL: http://purl.umn.edu/19124 Registros recuperados: 1 Primeira ... 1 ... Última

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