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Articles 1 - 15 of 15
Full-Text Articles in Econometrics
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Based on the Ricardian rent theory, this study employs the variable profit function to analyze the determinants of Iowa cropland cash rental rates using county-level panel data from 1987 to 2005. Accounting for spatial and temporal autocorrelations, responses of local cash rental rates to changes in output prices and other exogenous variables are estimated. We find that Iowa cash rental rates are largely determined by output/input prices, soil quality, relative location, and other county-specific factors. Cash rents go up by $79 for a $1 increase in corn price in the short run. The marginal value of cropland quality, as represented …
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Iowa's farmland consists of over 16% hay crops and pastureland, a significant portion of which is under cash rental contracts. This study investigates the comparative relationships between cash rental rates for cropped land and non-cropped land, where the latter includes hay and pastureland. We find that higher crop prices resulting from biofuel demand induces land use conversion from non-cropped land to crop production and thus bids up non-cropped land rents. Compared with changes in cropped land cash rents, non-cropped farmland rents could increase by a higher percentage. Non-cropped land cash rental rates are largely determined by crop and feeder cattle …
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Iowa's farmland consists of over 16% hay crops and pastureland, a significant portion of which is under cash rental contracts. This study investigates the comparative relationships between cash rental rates for cropped land and non-cropped land, where the latter includes hay and pastureland. We find that higher crop prices resulting from biofuel demand induces land use conversion from non-cropped land to crop production and thus bids up non-cropped land rents. Compared with changes in cropped land cash rents, non-cropped farmland rents could increase by a higher percentage. Non-cropped land cash rental rates are largely determined by crop and feeder cattle …
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Based on the Ricardian rent theory, this study employs the variable profit function to analyze the determinants of Iowa cropland cash rental rates using county-level panel data from 1987 to 2005. Accounting for spatial and temporal autocorrelations, responses of local cash rental rates to changes in output prices and other exogenous variables are estimated. We find that Iowa cash rental rates are largely determined by output/input prices, soil quality, relative location, and other county-specific factors. Cash rents go up by $79 for a $1 increase in corn price in the short run. The marginal value of cropland quality, as represented …
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Iowa's farmland consists of over 16% hay crops and pastureland, a significant portion of which is under cash rental contracts. This study investigates the comparative relationships between cash rental rates for cropped land and non-cropped land, where the latter includes hay and pastureland. We find that higher crop prices resulting from biofuel demand induces land use conversion from non-cropped land to crop production and thus bids up non-cropped land rents. Compared with changes in cropped land cash rents, non-cropped farmland rents could increase by a higher percentage. Non-cropped land cash rental rates are largely determined by crop and feeder cattle …
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
Does A Rising Biofuels Tide Raise All Boats? A Study Of Cash Rent Determinants For Iowa Farmland Under Hay And Pasture, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Iowa's farmland consists of over 16% hay crops and pastureland, a significant portion of which is under cash rental contracts. This study investigates the comparative relationships between cash rental rates for cropped land and non-cropped land, where the latter includes hay and pastureland. We find that higher crop prices resulting from biofuel demand induces land use conversion from non-cropped land to crop production and thus bids up non-cropped land rents. Compared with changes in cropped land cash rents, non-cropped farmland rents could increase by a higher percentage. Non-cropped land cash rental rates are largely determined by crop and feeder cattle …
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
Determinants Of Iowa Cropland Cash Rental Rates: Testing Ricardian Rent Theory, Xiaodong Du, David A. Hennessy, William M. Edwards
William Edwards
Based on the Ricardian rent theory, this study employs the variable profit function to analyze the determinants of Iowa cropland cash rental rates using county-level panel data from 1987 to 2005. Accounting for spatial and temporal autocorrelations, responses of local cash rental rates to changes in output prices and other exogenous variables are estimated. We find that Iowa cash rental rates are largely determined by output/input prices, soil quality, relative location, and other county-specific factors. Cash rents go up by $79 for a $1 increase in corn price in the short run. The marginal value of cropland quality, as represented …
Exploring The Relationship Between Agricultural Electricity Consumption And Output: New Evidence From Turkish Regional Data, Eyup Dogan, Maamar Sebri, Berna Turkekul
Exploring The Relationship Between Agricultural Electricity Consumption And Output: New Evidence From Turkish Regional Data, Eyup Dogan, Maamar Sebri, Berna Turkekul
Maamar Sebri
Single-Firm Event Studies, Securities Fraud, And Financial Crisis: Problems Of Inference, Andrew Baker
Single-Firm Event Studies, Securities Fraud, And Financial Crisis: Problems Of Inference, Andrew Baker
Andrew Baker
Lawsuits brought pursuant to section 10(b) of the Securities and Exchange Actdepend on the reliability of a statistical tool called an event study to adjudicate issues ofreliance, materiality, loss causation, and damages. Although judicial acceptance of theevent study technique is pervasive, there has been little empirical analysis of the ability ofevent studies to produce reliable results when applied to a single company’s security.
Using data from the recent financial crisis, this Note demonstrates that the standardmodelevent study used in most court proceedings can lead to biased inferences sanctionedthrough the Daubert standard of admissibility for expert testimony. In particular, in thepresence …
Macroconstants Of Development: A New Benchmark For The Strategic Development Of Advanced Countries And Firms, Andrey Bystrov, Vyacheslav Yusim, Tamilla Curtis
Macroconstants Of Development: A New Benchmark For The Strategic Development Of Advanced Countries And Firms, Andrey Bystrov, Vyacheslav Yusim, Tamilla Curtis
Dr. Tamilla Curtis
This research proposed a new indicator of countries’ development called “macroconstants of development”. The literature review indicates that the concept of "macroconstants of development" is not used at the moment in neither the theory nor the practice of industrial policy. Research of longitudinal data of total GDP, GDP per capita and their derivatives for most countries of the world was conducted. An analysis of statistical information has been done by employing econometric analyses.
Based on the analysis of the statistical data, which characterizes the development of large, technologically advanced countries in ordinary conditions, it was identified that the average acceleration …
Quantile Regression With Nonadditive Fixed Effects, David Powell
Quantile Regression With Nonadditive Fixed Effects, David Powell
David Powell
This paper introduces a quantile regression estimator for panel data (QRPD) with nonadditive fixed effects, maintaining the nonseparable disturbance term commonly associated with quantile estimation. QRPD estimates the impact of exogenous or endogenous treatment variables on the outcome distribution using ``within" variation in the treatment variables or instruments for identification purposes. Most quantile panel data estimators include additive fixed effects which separates the disturbance term and assumes the parameters vary based only on the time-varying components of the disturbance term. QRPD is consistent for small T and straightforward to implement. The nonadditive fixed effects are never estimated or even specified. …
Inference Of Self-Exciting Jumps In Prices And Volatility Using High-Frequency Measures, Worapree Ole Maneesoonthorn, Catherine S. Forbes, Gael M. Martin
Inference Of Self-Exciting Jumps In Prices And Volatility Using High-Frequency Measures, Worapree Ole Maneesoonthorn, Catherine S. Forbes, Gael M. Martin
Worapree Ole Maneesoonthorn
Price Discontinuities In The Market For Rins, Charles F. Mason, Neil A. Wilmot
Price Discontinuities In The Market For Rins, Charles F. Mason, Neil A. Wilmot
Charles F Mason
No abstract provided.
Asymmetric Forecast Densities For U.S. Macroeconomic Variables From A Gaussian Copula Model Of Cross-Sectional And Serial Dependence, Michael S. Smith, Shaun Vahey
Asymmetric Forecast Densities For U.S. Macroeconomic Variables From A Gaussian Copula Model Of Cross-Sectional And Serial Dependence, Michael S. Smith, Shaun Vahey
Michael Stanley Smith
The Typology Of The American Metropolis: Monocentricity, Polycentricity, Or Generalized Dispersion?, Amir Hajrasouliha, Shima Hamidi
The Typology Of The American Metropolis: Monocentricity, Polycentricity, Or Generalized Dispersion?, Amir Hajrasouliha, Shima Hamidi
Amir Hajrasouliha