Interval Forecast Comparison
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Bibliographic InfoPaper provided by Agricultural and Applied Economics Association in its series 2013 Annual Meeting, August 4-6, 2013, Washington, D.C. with number 150791.
Date of creation: 2013
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Research Methods/ Statistical Methods; Risk and Uncertainty;
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Please report citation or reference errors to , or , if you are the registered author of the cited work, log in to your RePEc Author Service profile, click on "citations" and make appropriate adjustments.:
- Teigen, Lloyd D. & Bell, Thomas M., 1978. "Confidence Intervals For Corn Price And Utilization Forecasts," Agricultural Economics Research, United States Department of Agriculture, Economic Research Service, issue 1.
- Peter Christoffersen & Jinyong Hahn & Atsushi Inoue, 2001.
"Testing and Comparing Value-at-Risk Measures,"
CIRANO Working Papers
- Olga Isengildina‐Massa & Julia L. Sharp, 2012. "Evaluation of USDA Interval Forecasts Revisited: Asymmetry and Accuracy of Corn, Soybean, and Wheat Prices," Agribusiness, John Wiley & Sons, Ltd., vol. 28(3), pages 310-323, 06.
- Diebold, Francis X & Mariano, Roberto S, 1995.
"Comparing Predictive Accuracy,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 13(3), pages 253-63, July.
- Francis X. Diebold & Robert S. Mariano, 1994. "Comparing Predictive Accuracy," NBER Technical Working Papers 0169, National Bureau of Economic Research, Inc.
- Tom Doan, . "DMARIANO: RATS procedure to compute Diebold-Mariano Forecast Comparison Test," Statistical Software Components RTS00055, Boston College Department of Economics.
- Sanders, Dwight R. & Manfredo, Mark R., 2003. "USDA Livestock Price Forecasts: A Comprehensive Evaluation," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 28(02), August.
- Kastens, Terry L. & Schroeder, Ted C. & Plain, Ronald L., 1998. "Evaluation Of Extension And Usda Price And Production Forecasts," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 23(01), July.
- Colino, Evelyn V. & Irwin, Scott H. & Garcia, Philip & Etienne, Xiaoli, 2012. "Composite and Outlook Forecast Accuracy," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 37(2), August.
- Egelkraut, Thorsten M. & Garcia, Philip & Irwin, Scott H. & Good, Darrel L., 2003. "An Evaluation of Crop Forecast Accuracy for Corn and Soybeans: USDA and Private Information Agencies," Journal of Agricultural and Applied Economics, Southern Agricultural Economics Association, vol. 35(01), April.
- Ashley, Richard, 1998. "A new technique for postsample model selection and validation," Journal of Economic Dynamics and Control, Elsevier, vol. 22(5), pages 647-665, May.
- Scott H. Irwin & Darrel L. Good, 2004. "Evaluation of USDA Interval Forecasts of Corn and Soybean Prices," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 86(4), pages 990-1004.
- Harvey, David & Leybourne, Stephen & Newbold, Paul, 1997. "Testing the equality of prediction mean squared errors," International Journal of Forecasting, Elsevier, vol. 13(2), pages 281-291, June.
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