THE REPRESENTATION OF RISK IN ECONOMETRIC MODELS OF SUPPLY: SOME OBSERVATIONS
Brennan, John P.
1982

Files

Abstract

The high correlation between many of the measures used to represent risk in econometric models of supply is demonstrated. A case is made for a very simple measure, the moving range, to be used to represent risk in these models.

Details

Title THE REPRESENTATION OF RISK IN ECONOMETRIC MODELS OF SUPPLY: SOME OBSERVATIONS
Author(s) Brennan, John P.
Subject(s)
Issue Date 1982-08
Publication Type Journal Article
DOI and Other Identifiers 10.22004/ag.econ.22606
Record Identifier https://ageconsearch.umn.edu/record/22606
PURL Identifier http://purl.umn.edu/22606
Language English
Published in Australian Journal of Agricultural Economics
Volume 26
Issue 2
Page Range 151 - 156
Total Pages 6
Record Appears in Australasian Agricultural and Resource Economics Society (AARES) > Australian Journal of Agricultural Economics

PDF

Statistics

from
to
Export
Download Full History