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Statistical time series analysis on ...

Abahana, Zelalem.

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Statistical time series analysis on basis and volume of forward contracted cattle in the United States.

Record Type:	Language materials, printed : Monograph/item
Title/Author:	Statistical time series analysis on basis and volume of forward contracted cattle in the United States./
Author:	Abahana, Zelalem.
Description:	78 p.
Notes:	Source: Masters Abstracts International, Volume: 49-01, page: 0134.
Contained By:	Masters Abstracts International49-01.
Subject:	Business Administration, Marketing. -
Online resource:	http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1485808
ISBN:	9781124194998

Statistical time series analysis on basis and volume of forward contracted cattle in the United States.
Abahana, Zelalem.

Statistical time series analysis on basis and volume of forward contracted cattle in the United States. - 78 p.

Source: Masters Abstracts International, Volume: 49-01, page: 0134.

Thesis (M.S.)--South Dakota State University, 2010.

The purpose of this study is to build monthly forecasting models for basis and volume of forward contracted cattle in the United States. It further assesses causalities among each other and weeks-to-expiration. Two approaches of model estimation were followed: vector autoregressive models for months with significant causalities and autoregressive models for months with insignificant causalities.

ISBN: 9781124194998Subjects--Topical Terms:

1017573
Business Administration, Marketing.

Statistical time series analysis on basis and volume of forward contracted cattle in the United States.
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100 1 $a Abahana, Zelalem. $3 1677108
245 1 0 $a Statistical time series analysis on basis and volume of forward contracted cattle in the United States.
300 $a 78 p.
500 $a Source: Masters Abstracts International, Volume: 49-01, page: 0134.
500 $a Adviser: Jing Li.
502 $a Thesis (M.S.)--South Dakota State University, 2010.
520 $a The purpose of this study is to build monthly forecasting models for basis and volume of forward contracted cattle in the United States. It further assesses causalities among each other and weeks-to-expiration. Two approaches of model estimation were followed: vector autoregressive models for months with significant causalities and autoregressive models for months with insignificant causalities.
590 $a School code: 0205.
650 4 $a Business Administration, Marketing. $3 1017573
650 4 $a Statistics. $3 517247
650 4 $a Economics, General. $3 1017424
650 4 $a Economics, Agricultural. $3 626648
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710 2 $a South Dakota State University. $3 1019395
773 0 $t Masters Abstracts International $g 49-01.
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790 $a 0205
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856 4 0 $u http://pqdd.sinica.edu.tw/twdaoapp/servlet/advanced?query=1485808