Efficiency gains in commodity forecasting using disaggregated levels versus more aggregated predictions
Download full text from publisher
References listed on IDEAS
- Ramirez, Octavio A., 2011.
"Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts,"
113520, University of Georgia, Department of Agricultural and Applied Economics.
- Ramirez, Octavio A., 2012. "Conclusive Evidence on the Benefits of Temporal Disaggregation to Improve the Precision of Time Series Model Forecasts," 2012 Annual Meeting, August 12-14, 2012, Seattle, Washington 123470, Agricultural and Applied Economics Association.
- Raymond M. Leuthold & Peter A. Hartmann, 1979. "A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(3), pages 482-489.
- Nordhaus, William D, 1987. "Forecasting Efficiency: Concepts and Applications," The Review of Economics and Statistics, MIT Press, vol. 69(4), pages 667-674, November.
- Peter C.B. Phillips & Peter Schmidt, 1989. "Testing for a Unit Root in the Presence of Deterministic Trends," Cowles Foundation Discussion Papers 933, Cowles Foundation for Research in Economics, Yale University.
- James S. Eales & Brian K. Engel & Robert J. Hauser & Sarahelen R. Thompson, 1990. "Grain Price Expectations of Illinois Farmers and Grain Merchandisers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 72(3), pages 701-708.
- B. S. Fisher & Carolyn Tanner, 1978. "The Formulation of Price Expectations: An Empirical Test of Theoretical Models," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 60(2), pages 245-248.
- Nijman, Theo E & Palm, Franz C, 1990.
"Predictive Accuracy Gain from Disaggregate Sampling in ARIMA Models,"
Journal of Business & Economic Statistics,
American Statistical Association, vol. 8(4), pages 405-415, October.
- Nijman, T.E. & Palm, F.C., 1987. "Predictive accuracy gain from disaggregate sampling in ARIMA-models," Research Memorandum FEW 273, Tilburg University, School of Economics and Management.
- Nijman, T.E. & Palm, F.C., 1990. "Predictive accuracy gain from disaggregate sampling in ARIMA models," Other publications TiSEM 50a68aea-1b30-497d-b111-6, Tilburg University, School of Economics and Management.
- David E. A. Giles & Barry A. Goss & Olive P. L. Chin, 1985. "Intertemporal Allocation in the Corn and Soybean Markets with Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 67(4), pages 749-760.
- Ole Gjølberg & Berth-Arne Bengtsson, 1997. "Forecasting quarterly hog prices: Simple autoregressive models vs. naive predictions," Agribusiness, John Wiley & Sons, Ltd., vol. 13(6), pages 673-679.
- Yue Fang & Sergio G. Koreisha, 2004. "Updating ARMA predictions for temporal aggregates," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 23(4), pages 275-296.
- Goss, Barry A & Avsar, S Gulay, 1999. "Non-storables, Simultaneity and Price Determination: The Australian (Finished) Live Cattle Market," Australian Economic Papers, Wiley Blackwell, vol. 38(4), pages 461-480, December.
- Masahiro Kawai, 1983. "Spot and Futures Prices of Nonstorable Commodities Under Rational Expectations," The Quarterly Journal of Economics, Oxford University Press, vol. 98(2), pages 235-254.
- 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.
- David E. Kenyon, 2001. "Producer Ability to Forecast Harvest Corn and Soybean Prices," Review of Agricultural Economics, Agricultural and Applied Economics Association, vol. 23(1), pages 151-162.
More about this item
KeywordsAgribusiness; Agricultural Finance; Research Methods/ Statistical Methods; Risk and Uncertainty;
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2016-06-09 (All new papers)
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:aaea16:235792. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (AgEcon Search). General contact details of provider: http://edirc.repec.org/data/aaeaaea.html .
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
Please note that corrections may take a couple of weeks to filter through the various RePEc services.