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Nitrogen fertilizer use suffers from low efficiencies and increased residual NO$ sb3$ in the soil. The purpose of this study was to compare N fertilizer efficiency by a comparison of three N sources, three rates of N fertilization, and three application times of N fertilizer. Grain corn yields increased with increases in N rates, and split applications of N were superior to preplant incorporated (PPI) fertilizer. Grain N uptake was associated to grain yield and N uptake. Stover yields increased with increased N and varied with application times of N, but the effects were not as pronounced as with grain yields. Soil NO$ sb3$ generally increased with increases of added N but not with split application of N compared to PPI N. Soil NO$ sb3$ in the spring in control plots was related to grain yield response to added N but not to stover yield response.

This thesis is concerned with the modelling of the term structure of interest rates, with a particular focus on empirical aspects of the modelling. In this thesis, we explore the ??-parameterised (?? being the length of time to maturity) term structure of interest rates, corresponding to the traditional T-parameterised (T being the time of maturity) term structure of interest rates. The constructions of Australian yield curves are illustrated using generic yield curves produced by the Reserve Bank of Australia based on bonds on issue and by constructed yield curves of the Commonwealth Bank of Australia derived from swap rates. The data used to build the models is Australian Treasury yields from January 1996 to December 2001 for maturities of 1, 2, 3, 5 and 10 years, and the second data used to validate the model is Australian Treasury yields from July 2000 to April 2004 for maturities of all years from 1-10. Both data were supplied by the Reserve Bank of Australia. Initially, univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH), with models of individual yield increment time series are developed for a set of fixed maturities. Then, a multivariate Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution of the term structure of yield increments is developed. This model captures many important properties of financial data such as volatility mean reversion, volatility persistency, stationarity and heavy tails. There are two innovations of GARCH modelling in this thesis: (i) the development of the Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution using meta-elliptical distribution in which the degrees of freedom of each series varies with maturity, and the estimation is given; (ii) the development of a GARCH model of term structure of interest rates (TS-GARCH). The TS-GARCH model describes the parameters specifying the GARCH model and the degrees of freedom using simple smooth functions of time to maturity of component series. TS-GARCH allows an empirical description of complete interest rate yield curve increments therefore allowing the model to be used for interpolation to additional maturity beyond those used to construct the model. Diagnostics of TS-GARCH model are provided using Australian Treasury bond yields.

This thesis is concerned with the modelling of the term structure of interest rates, with a particular focus on empirical aspects of the modelling. In this thesis, we explore the ??-parameterised (?? being the length of time to maturity) term structure of interest rates, corresponding to the traditional T-parameterised (T being the time of maturity) term structure of interest rates. The constructions of Australian yield curves are illustrated using generic yield curves produced by the Reserve Bank of Australia based on bonds on issue and by constructed yield curves of the Commonwealth Bank of Australia derived from swap rates. The data used to build the models is Australian Treasury yields from January 1996 to December 2001 for maturities of 1, 2, 3, 5 and 10 years, and the second data used to validate the model is Australian Treasury yields from July 2000 to April 2004 for maturities of all years from 1-10. Both data were supplied by the Reserve Bank of Australia. Initially, univariate Generalised Autoregressive Conditional Heteroskedasticity (GARCH), with models of individual yield increment time series are developed for a set of fixed maturities. Then, a multivariate Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution of the term structure of yield increments is developed. This model captures many important properties of financial data such as volatility mean reversion, volatility persistency, stationarity and heavy tails. There are two innovations of GARCH modelling in this thesis: (i) the development of the Matrix-Diagonal GARCH model with multivariate asymmetric t-distribution using meta-elliptical distribution in which the degrees of freedom of each series varies with maturity, and the estimation is given; (ii) the development of a GARCH model of term structure of interest rates (TS-GARCH). The TS-GARCH model describes the parameters specifying the GARCH model and the degrees of freedom using simple smooth functions of time to maturity of component series. TS-GARCH allows an empirical description of complete interest rate yield curve increments therefore allowing the model to be used for interpolation to additional maturity beyond those used to construct the model. Diagnostics of TS-GARCH model are provided using Australian Treasury bond yields.

Thesis (Ph. D.)--University of Adelaide, Dept. of Plant Physiology, 1985. / Includes bibliographical references (leaves 216-237).

Thesis (M. Ag. Sc.)--Dept. of Agronomy, Waite Agricultural Research Institute, University of Adelaide, 1985. / Includes bibliographical references (leaves 68-77).

Thesis (Ph.D.)--University of Nebraska-Lincoln, 2008. / Title from title screen (site viewed Mar. 10, 2009). PDF text: xix, 194 p. : ill. (some col.) ; 14 Mb. UMI publication number: AAT 3336804. Includes bibliographical references. Also available in microfilm and microfiche formats.

Thesis (Ph.D.)--Michigan State University. Dept. of Crop and Soil Sciences, 2008. / Title from PDF t.p. (viewed on Mar. 30, 2009) Includes bibliographical references. Also issued in print.

Thesis (Ph. D.)--Montana State University--Bozeman, 2004. / Typescript. Chairperson, Graduate Committee: Bruce D. Maxwell. Includes bibliographical references.

Thesis (M.S.)--University of Wisconsin--Madison, 1983. / Typescript. eContent provider-neutral record in process. Description based on print version record. Includes bibliographical references (leaves 68-76).