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Modeling Trend and Higher Moment Properties of U.S. Corn Yields

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  • Fackler, Paul L.

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  • Fackler, Paul L., 1989. "Modeling Trend and Higher Moment Properties of U.S. Corn Yields," 1989 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, April 9-12, 1989, Sanibel Island, Florida 271523, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
    • Handle: RePEc:ags:rrsr89:271523
    DOI: 10.22004/ag.econ.271523
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    References listed on IDEAS

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    1. Beveridge, Stephen & Nelson, Charles R., 1981. "A new approach to decomposition of economic time series into permanent and transitory components with particular attention to measurement of the `business cycle'," Journal of Monetary Economics, Elsevier, vol. 7(2), pages 151-174.
    2. Richard H. Day, 1965. "Probability Distributions of Field Crop Yields," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 47(3), pages 713-741.
    3. Gersch, Will & Kitagawa, Genshiro, 1983. "The Prediction of Time Series with Trends and Seasonalities," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(3), pages 253-264, July.
    4. Hirotugu Akaike, 1980. "Seasonal Adjustment By A Bayesian Modeling," Journal of Time Series Analysis, Wiley Blackwell, vol. 1(1), pages 1-13, January.
    5. Harvey, A C, 1985. "Trends and Cycles in Macroeconomic Time Series," Journal of Business & Economic Statistics, American Statistical Association, vol. 3(3), pages 216-227, June.
    6. Watson, Mark W., 1986. "Univariate detrending methods with stochastic trends," Journal of Monetary Economics, Elsevier, vol. 18(1), pages 49-75, July.
    7. Peter K. Clark, 1987. "The Cyclical Component of U. S. Economic Activity," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 102(4), pages 797-814.
    8. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 299-307, October.
    9. Harvey, A C & Todd, P H J, 1983. "Forecasting Economic Time Series with Structural and Box-Jenkins Models: A Case Study: Response," Journal of Business & Economic Statistics, American Statistical Association, vol. 1(4), pages 313-315, October.
    10. Cochrane, John H, 1988. "How Big Is the Random Walk in GNP?," Journal of Political Economy, University of Chicago Press, vol. 96(5), pages 893-920, October.
    11. Genshiro Kitagawa, 1981. "A Nonstationary Time Series Model And Its Fitting By A Recursive Filter," Journal of Time Series Analysis, Wiley Blackwell, vol. 2(2), pages 103-116, March.
    12. Ying-Shiang Lin & R. J. Hildreth & K. R. Tefertiller, 1963. "Non-Parametric Statistical Tests for Bunchiness of Dryland Crop Yields and Reinvestment Income," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 45(3), pages 592-598.
    13. Clifton B. Luttrell & R. Alton Gilbert, 1976. "Crop Yields: Random, Cyclical, or Bunchy?," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 58(3), pages 521-531.
    14. Nerlove, Marc & Grether, David M. & Carvalho, José L., 1979. "Analysis of Economic Time Series," Elsevier Monographs, Elsevier, edition 1, number 9780125157506 edited by Shell, Karl.
    15. Hazell, Peter B.R., 1988. "Risk, Market Failure and Agricultural Policy," Regional Research Projects > 1988: S-180 Annual Meeting, March 20-23, 1988, Savannah, Georgia 272777, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
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    Cited by:

    1. Myers, Robert J. & Jayne, Thomas S., 1997. "Regime shifts and technology diffusion in crop yield growth paths with an application to maize yields in Zimbabwe," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(3), pages 1-19.

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