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Forecasting Monthly Cotton Price: Structural and Time Series Approaches

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  • Chen, Dean T.
  • Bessler, David A.

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  • Chen, Dean T. & Bessler, David A., 1988. "Forecasting Monthly Cotton Price: Structural and Time Series Approaches," Staff Reports 257920, Texas A&M University, Agricultural and Food Policy Center.
    • Handle: RePEc:ags:tamfsr:257920
    DOI: 10.22004/ag.econ.257920
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    File URL: https://ageconsearch.umn.edu/record/257920/files/magr-texasam-107.pdf
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    References listed on IDEAS

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    1. Fair, Ray C., 1986. "Evaluating the predictive accuracy of models," Handbook of Econometrics, in: Z. Griliches† & M. D. Intriligator (ed.), Handbook of Econometrics, edition 1, volume 3, chapter 33, pages 1979-1995, Elsevier.
    2. Ashley, Richard A. & Granger, Clive W. J., 1979. "Time series analysis of residuals from the St. Louis model," Journal of Macroeconomics, Elsevier, vol. 1(4), pages 373-394.
    3. David A. Bessler & John L. Kling, 1986. "Forecasting Vector Autoregressions with Bayesian Priors," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 68(1), pages 144-151.
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    Cited by:

    1. Walter C. Labys, 2003. "New Directions in the Modeling and Forecasting of Commodity Markets," Mondes en développement, De Boeck Université, vol. 122(2), pages 3-19.
    2. Xiaojie Xu & Yun Zhang, 2023. "Coking coal futures price index forecasting with the neural network," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(2), pages 349-359, June.

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    Keywords

    Crop Production/Industries;

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