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	Provedor de dados AgEcon (3) Autor Baker, Timothy G. (1) Dorfman, Jeffrey H. (1) Foster, Kenneth A. (1) Hubbs, Todd (1) Kim, Man-Keun (1) Kuethe, Todd H. (1) Lee, Andrew C. (1) Mais... Palavra-chave Flexible least squares (3) Agribusiness (1) Agricultural Finance (1) Captive supply (1) Consumer/Household Economics (1) Demand and Price Analysis (1) Farm Management (1) Farm policy (1) Financial Economics (1) Institutional and Behavioral Economics (1) Macroeconomics (1) Marketing (1) Productivity (1) Productivity Analysis (1) Research Methods/ Statistical Methods (1) Risk and Uncertainty (1) Single index model (1) Structural break (1) Systematic risk (1) Technical change (1) Mais... Tipo do documento Conference Paper or Presentation (2) Journal Article (1) Ano 2009 (1) 2005 (1) 1991 (1) País United States (3) Idioma Inglês (3)		Ordenar por:  Relevância Autor Título Ano Registros recuperados: 3 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 Evaluating the Dynamic Nature of Market Risk AgEcon Hubbs, Todd; Kuethe, Todd H.; Baker, Timothy G.. This study examines the systematic risk present in major crops for the United States and three corn-belt states. An index of commodities is used in conjunction with cash receipts to generate dynamic estimates of the systematic risk for each crop and state. In our study, we find that beta estimates from a time varying parameter model (FLS) and OLS formulation are substantially different. From our graphs of betas over time, one gains insight into the changing nature of risk and the impact of institutional and macroeconomic events. Systematic risk is shown to increase for most crops over the analyzed period with significant changes in volatility after the collapse of the Bretton Woods Accord. Tipo: Conference Paper or Presentation Palavras-chave: Systematic risk; Flexible least squares; Single index model; Farm policy; Macroeconomics; Agribusiness; Agricultural Finance; Consumer/Household Economics; Demand and Price Analysis; Farm Management; Financial Economics; Institutional and Behavioral Economics; Marketing; Risk and Uncertainty. Ano: 2009 URL: http://purl.umn.edu/53037 ESTIMATING PRODUCTIVITY CHANGES WITH FLEXIBLE COEFICIENTS AgEcon Dorfman, Jeffrey H.; Foster, Kenneth A.. Technical progress in U.S. agriculture is evaluated using a new measure of productivity growth, flexible technical change. This measure allows for nonconstant returns to scale, market structures other than perfect competition, and time-varying coefficients. An integral part of the procedure is the estimation of the production function by Flexible Least Squares. Flexible technical change results are compared with two traditional measures of productivity growth and found to be more stable and more precise in a statistical sense. The results suggest that previous studies which employed total factor productivity measures may have overstated the impact of technology in agriculture. Tipo: Journal Article Palavras-chave: Flexible least squares; Productivity; Technical change; Time-varying coefficients; Productivity Analysis. Ano: 1991 URL: http://purl.umn.edu/32615 Registros recuperados: 3 Primeira ... 1 ... Última

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