Quantile Regression Estimates of Confidence Intervals for WASDE Price Forecasts
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References listed on IDEAS
- Hautsch, Nikolaus & Hess, Dieter, 2007.
"Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery,"
Journal of Financial and Quantitative Analysis,
Cambridge University Press, vol. 42(01), pages 189-208, March.
- Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets: Testing for the Relevance of Information Precision in Price Discovery," Discussion Papers 04-17, University of Copenhagen. Department of Economics.
- Hautsch, Nikolaus & Hess, Dieter, 2004. "Bayesian learning in financial markets: Testing for the relevance of information precision in price discovery," CFR Working Papers 04-10, University of Cologne, Centre for Financial Research (CFR).
- Nikolaus Hautsch & Dieter Hess, 2004. "Bayesian Learning in Financial Markets – Testing for the Relevance of Information Precision in Price Discovery," FRU Working Papers 2004/06, University of Copenhagen. Department of Economics. Finance Research Unit.
- Taylor, James W. & Bunn, Derek W., 1999. "Investigating improvements in the accuracy of prediction intervals for combinations of forecasts: A simulation study," International Journal of Forecasting, Elsevier, vol. 15(3), pages 325-339, July.
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- Adjemian, Michael K. & Bruno, Valentina G. & Robe, Michel A., 2016. "Forward‐Looking USDA Price Forecasts," 2016 Annual Meeting, July 31-August 2, 2016, Boston, Massachusetts 235931, Agricultural and Applied Economics Association.
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Keywordscommodity; evaluating forecasts; government forecasting; judgmental forecasting; prediction intervals; price forecasting; Crop Production/Industries; Demand and Price Analysis;
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