Local Polynomial Fitting and Spatial Price Relationships PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Local Polynomial Fitting and Spatial Price Relationships PDF full book. Access full book title Local Polynomial Fitting and Spatial Price Relationships by Teresa Serra. Download full books in PDF and EPUB format.
Author: Teresa Serra
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
We study price transmission processes within EU pork markets after the implementation of the EU single market in 1993. We compare results derived from non-parametric regressions with those obtained using alternative non-linear threshold models. Both techniques support the hypothesis that prices are transmitted across spatially separate EU pig markets and provide evidence for asymmetric price adjustments. They also suggest the existence of a range of price differentials where equilibrating price adjustments are less intense. Non-parametric techniques often suggest a higher degree of price transmission than that implied by threshold models.
Author: Teresa Serra
Publisher:
ISBN:
Category :
Languages : en
Pages :
Get Book Here
Book Description
We study price transmission processes within EU pork markets after the implementation of the EU single market in 1993. We compare results derived from non-parametric regressions with those obtained using alternative non-linear threshold models. Both techniques support the hypothesis that prices are transmitted across spatially separate EU pig markets and provide evidence for asymmetric price adjustments. They also suggest the existence of a range of price differentials where equilibrating price adjustments are less intense. Non-parametric techniques often suggest a higher degree of price transmission than that implied by threshold models.
Author: Alberto Garrido
Publisher: Routledge
ISBN: 1317384644
Category : Business & Economics
Languages : en
Pages : 227
Get Book Here
Book Description
Since the financial and food price crises of 2007, market instability has been a topic of major concern to agricultural economists and policy professionals. This volume provides an overview of the key issues surrounding food prices volatility, focusing primarily on drivers, long-term implications of volatility and its impacts on food chains and consumers. The book explores which factors and drivers are volatility-increasing and which others are price level-increasing, and whether these two distinctive effects can be identified and measured. It considers the extent to which increasing instability affects agents in the value chain, as well as the actual impacts on the most vulnerable households in the EU and in selected developing countries. It also analyses which policies are more effective to avert and mitigate the effects of instability. Developed from the work of the European-based ULYSSES project, the book synthesises the most recent literature on the topic and presents the views of practitioners, businesses, NGOs and farmers' organizations. It draws policy responses and recommendations for policy makers at both European and on international levels.
Author: Olga Valenzuela
Publisher: Springer Nature
ISBN: 3030562190
Category : Business & Economics
Languages : en
Pages : 460
Get Book Here
Book Description
This book presents a selection of peer-reviewed contributions on the latest advances in time series analysis, presented at the International Conference on Time Series and Forecasting (ITISE 2019), held in Granada, Spain, on September 25-27, 2019. The first two parts of the book present theoretical contributions on statistical and advanced mathematical methods, and on econometric models, financial forecasting and risk analysis. The remaining four parts include practical contributions on time series analysis in energy; complex/big data time series and forecasting; time series analysis with computational intelligence; and time series analysis and prediction for other real-world problems. Given this mix of topics, readers will acquire a more comprehensive perspective on the field of time series analysis and forecasting. The ITISE conference series provides a forum for scientists, engineers, educators and students to discuss the latest advances and implementations in the foundations, theory, models and applications of time series analysis and forecasting. It focuses on interdisciplinary research encompassing computer science, mathematics, statistics and econometrics.
Author: Carola Grebitus
Publisher: Cuvillier Verlag
ISBN: 3867274959
Category : Consumers
Languages : en
Pages : 273
Get Book Here
Book Description
Author: Jianqing Fan
Publisher: Routledge
ISBN: 1351434802
Category : Mathematics
Languages : en
Pages : 362
Get Book Here
Book Description
Data-analytic approaches to regression problems, arising from many scientific disciplines are described in this book. The aim of these nonparametric methods is to relax assumptions on the form of a regression function and to let data search for a suitable function that describes the data well. The use of these nonparametric functions with parametric techniques can yield very powerful data analysis tools. Local polynomial modeling and its applications provides an up-to-date picture on state-of-the-art nonparametric regression techniques. The emphasis of the book is on methodologies rather than on theory, with a particular focus on applications of nonparametric techniques to various statistical problems. High-dimensional data-analytic tools are presented, and the book includes a variety of examples. This will be a valuable reference for research and applied statisticians, and will serve as a textbook for graduate students and others interested in nonparametric regression.
Author: Marc E. McDill
Publisher:
ISBN:
Category :
Languages : en
Pages : 54
Get Book Here
Book Description
Author: Oliver Schabenberger
Publisher: CRC Press
ISBN: 1351991477
Category : Mathematics
Languages : en
Pages : 444
Get Book Here
Book Description
Understanding spatial statistics requires tools from applied and mathematical statistics, linear model theory, regression, time series, and stochastic processes. It also requires a mindset that focuses on the unique characteristics of spatial data and the development of specialized analytical tools designed explicitly for spatial data analysis. Statistical Methods for Spatial Data Analysis answers the demand for a text that incorporates all of these factors by presenting a balanced exposition that explores both the theoretical foundations of the field of spatial statistics as well as practical methods for the analysis of spatial data. This book is a comprehensive and illustrative treatment of basic statistical theory and methods for spatial data analysis, employing a model-based and frequentist approach that emphasizes the spatial domain. It introduces essential tools and approaches including: measures of autocorrelation and their role in data analysis; the background and theoretical framework supporting random fields; the analysis of mapped spatial point patterns; estimation and modeling of the covariance function and semivariogram; a comprehensive treatment of spatial analysis in the spectral domain; and spatial prediction and kriging. The volume also delivers a thorough analysis of spatial regression, providing a detailed development of linear models with uncorrelated errors, linear models with spatially-correlated errors and generalized linear mixed models for spatial data. It succinctly discusses Bayesian hierarchical models and concludes with reviews on simulating random fields, non-stationary covariance, and spatio-temporal processes. Additional material on the CRC Press website supplements the content of this book. The site provides data sets used as examples in the text, software code that can be used to implement many of the principal methods described and illustrated, and updates to the text itself.
Author: Keijiro Otsuka
Publisher: Wiley-Blackwell
ISBN:
Category : Business & Economics
Languages : en
Pages : 366
Get Book Here
Book Description
This book is a collection of plenary sessions papers and selected invited panel papers presented in the 26th International Conference of Agricultural Economists held at Gold Coast, Australia, from 12th to 18th August 2006. Beginning with the presidential address by Prabhu Pingali and the Elmhirst lecture by Hans Binswanger dealing with global issues of agricultural growth, economic development, and empowerment of the rural poor, leading agricultural economists address such emerging and critical issues as the economics of natural disasters, international trade and marketing, food safety and health, and transformation of unfavorable poor areas, among other issues.
Author:
Publisher:
ISBN:
Category : Agriculture
Languages : en
Pages : 670
Get Book Here
Book Description
Author: Jianqing Fan
Publisher: Springer
ISBN: 9781489931511
Category : Mathematics
Languages : en
Pages : 341
Get Book Here
Book Description
This book is on data-analytic approaches to regression problems arising from many scientific disciplines. These approaches are also called nonparametric regression in the literature. The aim of non parametric methods is to relax assumptions on the form of a regres sion function, and to let data search for a suitable function that describes well the available data. These approaches are powerful in exploring fine structural relationships and provide very useful diagnostic tools for parametric models. Over the last two decades, vast efforts have been devoted to nonparametric regression analyses. This book hopes to bring an up-to-date picture on the state of the art of nonparametric regres sion techniques. The emphasis of this book is on methodologies rather than on theory, with a particular focus on applications of nonparametric techniques to various statistical problems. These problems include least squares regression, quantile and robust re gression, survival analysis, generalized linear models and nonlinear time series. Local polynomial modelling is employed in a large frac tion of the book, but other key ideas of nonparametric regression are also discussed.
