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Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry

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  • Pudenz, Christopher C.
  • Schulz, Lee L.

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Suggested Citation

  • Pudenz, Christopher C. & Schulz, Lee L., 2020. "Packer Procurement, Structural Change, and Moving Average Basis Forecasts: Lessons from the Fed Dairy Cattle Industry," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 0(Preprints), August.
  • Handle: RePEc:ags:jlaare:304769
    DOI: 10.22004/ag.econ.304769
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    File URL: https://ageconsearch.umn.edu/record/304769/files/Pudenz_preprint.pdf
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    References listed on IDEAS

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    1. White, Halbert, 2006. "Time-series estimation of the effects of natural experiments," Journal of Econometrics, Elsevier, vol. 135(1-2), pages 527-566.
    2. Jushan Bai & Pierre Perron, 1998. "Estimating and Testing Linear Models with Multiple Structural Changes," Econometrica, Econometric Society, vol. 66(1), pages 47-78, January.
    3. Hatchett, Robert B. & Brorsen, B. Wade & Anderson, Kim B., 2010. "Optimal Length of Moving Average to Forecast Futures Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 35(1), pages 1-16.
    4. White, Halbert, 1980. "A Heteroskedasticity-Consistent Covariance Matrix Estimator and a Direct Test for Heteroskedasticity," Econometrica, Econometric Society, vol. 48(4), pages 817-838, May.
    5. Maples, Joshua G. & Lusk, Jayson L. & Peel, Derrell S., 2018. "Unintended consequences of the quest for increased efficiency in beef cattle: When bigger isn’t better," Food Policy, Elsevier, vol. 74(C), pages 65-73.
    6. Yao, Yi-Ching, 1988. "Estimating the number of change-points via Schwarz' criterion," Statistics & Probability Letters, Elsevier, vol. 6(3), pages 181-189, February.
    7. DeeVon Bailey & B. Wade Brorsen & Chris Fawson, 1993. "Buyer Concentration at Feeder Cattle Auctions," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 15(1), pages 103-119.
    8. Tonsor, Glynn T. & Mollohan, Emily, 2017. "Price Relationships between Calves and Yearlings: An Updated Structural Change Assessment," Journal of Applied Farm Economics, Purdue University, vol. 1(1).
    9. Brian L. Buhr, 1996. "Hedging Holstein Steers in the Live Cattle Futures Market," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 18(1), pages 103-114.
    10. Andrews, Donald W K, 1993. "Tests for Parameter Instability and Structural Change with Unknown Change Point," Econometrica, Econometric Society, vol. 61(4), pages 821-856, July.
    11. Edgar E. Twine & James Rude & Jim Unterschultz, 2016. "Country of Origin Labeling and Structural Change in U.S. Imports of Canadian Cattle and Beef," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 64(3), pages 545-563, September.
    12. Parcell, Joe L. & Schroeder, Ted C. & Dhuyvetter, Kevin C., 2000. "Factors Affecting Live Cattle Basis," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 32(3), pages 531-541, December.
    13. Taylor, Mykel R. & Dhuyvetter, Kevin C. & Kastens, Terry L., 2006. "Forecasting Crop Basis Using Historical Averages Supplemented with Current Market Information," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 31(3), pages 1-19, December.
    14. Schulz, Lee L. & Schroeder, Ted C. & Ward, Clement E., 2011. "Trade-Related Policy and Canadian-U.S. Fed Cattle Transactions Basis," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 36(2), pages 1-13, August.
    15. Shi‐Miin Liu & B. Wade Brorsen & Charles M. Oellermann & Apul L. Farris, 1994. "Forecasting the nearby basis of live cattle," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 14(3), pages 259-273, May.
    16. Tonsor, Glynn T. & Dhuyvetter, Kevin C. & Mintert, James R., 2004. "Improving Cattle Basis Forecasting," Journal of Agricultural and Resource Economics, Western Agricultural Economics Association, vol. 29(2), pages 1-14, August.
    17. James Rude & Marie‐Hélène Felt & Edgar Twine, 2016. "Detecting COOL Impacts on United States–Canada Bilateral Hog and Pork Trade Flows," Agribusiness, John Wiley & Sons, Ltd., vol. 32(2), pages 272-288, April.
    18. Godfrey, Leslie G, 1978. "Testing against General Autoregressive and Moving Average Error Models When the Regressors Include Lagged Dependent Variables," Econometrica, Econometric Society, vol. 46(6), pages 1293-1301, November.
    19. Schulz, Lee L. & Boetel, Brenda L. & Dhuyvetter, Kevin C., 2018. "Price-Weight Relationship for Feeder Cattle: An Updated Dairy-Beef Assessment," Western Economics Forum, Western Agricultural Economics Association, vol. 16(2), December.
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