TEMPORAL AGGREGATION AND TESTING FOR TIMBER PRICE BEHAVIOR

DOI10.1111/J.1939-7445.2004.TB00131.XMaRDI QIDQ5697230zbMATH OpenOpenAlexFDO

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

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)

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Cites work

• scientific article; zbMATH DE number 4064720 (Why is no real title available?)
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• scientific article; zbMATH DE number 3550005 (Why is no real title available?)
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• Asymptotic behaviour of temporal aggregates of time series
• Estimating the dimension of a model
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• Note on the Correlation of First Differences of Averages in a Random Chain
• Some consequences of temporal aggregation and systematic sampling for ARMA and ARMAX models
• Testing for a unit root in time series regression
• Testing for unit roots in autoregressive-moving average models of unknown order
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• Testing the random walk hypothesis: power versus frequency of observation
• The adequacy of asymptotic approximations in the near-integrated autoregressive model with dependent errors
• The effect of catastrophic risk on forest investment decisions
• The tree-cutting problem in a stochastic environment: The case of age- dependent growth
• Timber harvest scheduling with price uncertainty using Markowitz portfolio optimization
• WHEN TO CUT A STAND OF TREES?

Cited in

(1)

• Federal timber restrictions, interregional spillovers, and the impact on US softwood markets.

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