文章基本信息

标题：AJAE Appendix: The Commodity Terms of Trade, Unit Roots, and Nonlinear Alternatives
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作者：Balagtas, Joseph V. ; Holt, Matthew T.
期刊名称：Journal of Food Distribution Research
印刷版ISSN：0047-245X
出版年度：2008
卷号：39
期号：4
出版社：Food Distribution Research Society
摘要：This appendix contains diagnostic test results and supplemental regression results from an evaluation of the Prebisch-Singer Hypothesis that applies smooth transition autoregressions (STARs) to relative prices for 24 primary commodities.
关键词：Nonlinear model;Primary commodities;Smooth transition autoregression;Timevarying autoregression;Unit root tests