TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR

DOI10.1111/J.1939-7445.2004.TB00131.XzbMATH Open1118.91343OpenAlexW1994635616MaRDI QIDQ5697230FDOQ5697230

Thomas P. Holmes, Jeffrey P. Prestemon, John M. Pye

Publication date: 17 October 2005

Published in: Natural Resource Modeling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1939-7445.2004.tb00131.x

zbMATH Keywords

stationarityunit roottemporal aggregationNonstationaritystumpage

Mathematics Subject Classification ID

Economic time series analysis (91B84) Environmental economics (natural resource models, harvesting, pollution, etc.) (91B76)

Cites Work

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• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
• Testing for unit roots in autoregressive-moving average models of unknown order
• Note on the Correlation of First Differences of Averages in a Random Chain
• Testing the random walk hypothesis: power versus frequency of observation
• Asymptotic behaviour of temporal aggregates of time series
• The tree-cutting problem in a stochastic environment: The case of age- dependent growth
• WHEN TO CUT A STAND OF TREES?
• Timber harvest scheduling with price uncertainty using Markowitz portfolio optimization
• The effect of catastrophic risk on forest investment decisions
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors

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