Aaron Smith
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Associate Professor 3103 Social Sciences & Humanities Office Hours: By Appointment Phone: (530) 752-2138 Fax: (530) 752-5614 |
Selected Publications
- Volatility Dynamics of NYMEX Natural Gas Futures Prices (with Hiroaki Suenaga and Jeffrey Williams), Journal of Futures Markets, 28(5): 438-463, 2008.
- Efficiency of the California Electricity Reserves Market (with Konstantinos Metaxoglou), Journal of Applied Econometrics, 22(6): 1127-1144, 2007.
- Maximum Likelihood Estimation of VARMA Models Using a State Space EM Algorithm (with Konstantinos Metaxoglou), Journal of Time Series Analysis, 28(5): 666-685, 2007.
- Effects of Milk Marketing Order Regulation on the Share of Fluid-grade Milk in the United States (with Joe Balagtas and Daniel Sumner), American Journal of Agricultural Economics, 89(4): 839-851, 2007.
- Estimating the Market Effect of a Food Scare: The Case of Genetically Modified StarLink Corn (with Colin Carter), Review of Economics and Statistics, 89(3): 522-533, 2007 (winner of AAEA Quality of Research Discovery Award, 2008).
- Impacts of Policy Reforms on the Supply of Mexican Labor to U.S. Farms: New Evidence from Mexico (with Stephen Boucher, J. Edward Taylor, and Antonio Yunez-Naude), Review of Agricultural Economics, 29(1): 4-16, 2007.
- Markov-Switching Model Selection Using Kullback-Leibler Divergence (with Prasad Naik and Chih-Ling Tsai), Journal of Econometrics, 134(2): 553-577, 2006.
- Partially Overlapping Time Series: A New Model for Volatility Dynamics in Commodity Futures, Journal of Applied Econometrics, 20(3): 405-422, 2005.
- Level Shifts and the Illusion of Long Memory in Economic Time Series, Journal of Business and Economic Statistics, 23(3): 321-335, 2005.
- Forecasting in the Presence of Level Shifts, Journal of Forecasting, 24(8): 557-574, 2005.
- Computer and Internet Use by Great Plains Farmers (with Catherine Morrison Paul, Richard Goe, and Martin Kenney), Journal of Agricultural and Resource Economics, 29(3): 481-500, 2004.
- Stochastic Permanent Breaks (with Robert Engle), Review of Economics and Statistics, 81(4): 553-574, 1999