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Overlapping data and hedge funds
(1999-12)
We consider the overlapping data problem. The conventional estimation approach with overlapping data is to use the Newey-West estimation procedure. When the standard assumptions hold generalized least squares is asymptotically ...
Three essays on insurance and options in agricultural economics
(2017-05)
Rating of insurance policies depends on the probability of events in the tail of the distribution. A modeling tool based on extreme value theory to measure such tail-related risk could potentially improve insurance rating. ...
Three essays: Switchgrass yield prediction; biomass harvesting cooperative; and Oklahoma grain infrastructure replacement
(2014-05)
The first essay estimates switchgrass yields in Oklahoma using average temperature and total rainfall during summer months. The fitted model agrees well with available yield data and the estimated yields were consistent ...