Chatham Street
The University of Liverpool
Liverpool, L69 7ZH
United Kingdom
SSRN RANKINGS
in Total Papers Citations
Commodity prices, Commodity price fluctuations, Economic models, Primary commodities, Unit root tests, Multiple Structural breaks, Volatility., commodity markets, transport costs, exchange rate regimes, terms of trade, speculative capital, competitive markets
Structural Change, CUSUM Test, Bayes Rules, Multiple Decision Theory, Regression
cross-covariance, bias, multivariate time series.
Empirical likelihood, GARCH process, Infinite variance, Serial correlation
moments of the ratio of two dependent quadratic forms, panel data, stationarity tests, structural breaks
Panel stationarity test, structural breaks, bootstrap