The empirical relevance of the competitive storage model

Journal of Econometrics

Volumn 162, Issue 1, 2011, Pages 44-54

  Cafiero, Carlo ^a   Bobenrieth H , Eugenio S A ^b   Bobenrieth H , Juan R A ^c   Wright, Brian D ^d  

^a UNIVERSITY OF NAPLES FEDERICO II   (Italy)

^b UNIVERSITY OF CONCEPCIÓN   (Chile)

^c UNIVERSIDAD DEL BÍO BÍO   (Chile)

^d UNIVERSITY OF CALIFORNIA   (United States)

Author keywords

Autocorrelation; Commodity prices; Pseudo maximum likelihood; Simulation; Storage

Indexed keywords

COMMODITY PRICES; DATA SETS; EQUILIBRIUM PRICE; ESTIMATED MODEL; MODEL SPECIFICATIONS; PALM OIL; PARAMETERIZED; POSITIVE CONSTANT; PRICE VARIATION; PSEUDO MAXIMUM LIKELIHOOD; SERIAL CORRELATION; SIMULATION; STOCK OUTS; STORAGE; STORAGE COSTS; STORAGE MODEL;

AUTOCORRELATION; MAXIMUM LIKELIHOOD; SPECIFICATIONS; SUGARS; TIN; VEGETABLE OILS;

COSTS;

EID: 79952587604     PISSN: 03044076     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.jeconom.2009.10.008     Document Type: Article

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