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Estimating functional forms in cost-prices: A comment

โœ Scribed by Steven T. Yen


Book ID
115875150
Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
346 KB
Volume
37
Category
Article
ISSN
0014-2921

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Dependence in commodity prices: A commen
โœ William O. Tomek ๐Ÿ“‚ Article ๐Ÿ“… 1994 ๐Ÿ› John Wiley and Sons ๐ŸŒ English โš– 390 KB

1 992), hereafter PMR, analyze the statistical properties of cash prices for 17 commodities. Their results are consistent with other studies which have found autocorrelation in commodity prices. For a literature review, see Tomek and Myers (1993). This author fears, however, that the introductory an