A Heteroskedastic Multivariate Tobit Analysis of Price Dynamics in the Presence of Price Floors
Author:
Affiliation:
1. Department of Agricultural and Resource EconomicsUniversity of Maryland
2. Department of Agricultural Economics and Rural DevelopmentSeoul National University
Funder
U.S. Department of Agriculture
Publisher
Wiley
Subject
Economics and Econometrics,Agricultural and Biological Sciences (miscellaneous)
Link
https://onlinelibrary.wiley.com/doi/pdf/10.1111/j.0002-9092.2004.00602.x
Reference24 articles.
1. Regression Analysis when the Dependent Variable Is Truncated Normal
2. Generalized autoregressive conditional heteroskedasticity
3. Fluid Milk Purchases: A Multivariate Tobit Analysis
4. On the Behaviour of Commodity Prices
5. Competitive Storage and Commodity Price Dynamics
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