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Cointegration Between Prices of Pecans and Other Edible Nuts: Forecasting and Implications

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  • Florkowski, Wojciech J.
  • Lai, Yue

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  • Florkowski, Wojciech J. & Lai, Yue, 1997. "Cointegration Between Prices of Pecans and Other Edible Nuts: Forecasting and Implications," 1997 Annual Meeting, July 13-16, 1997, Reno\ Sparks, Nevada 35870, Western Agricultural Economics Association.
    • Handle: RePEc:ags:waeare:35870
    DOI: 10.22004/ag.econ.35870
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    References listed on IDEAS

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    1. Shoesmith, Gary L., 1995. "Multiple cointegrating vectors, error correction, and forecasting with Litterman's model," International Journal of Forecasting, Elsevier, vol. 11(4), pages 557-567, December.
    2. Robert B. Litterman, 1979. "Techniques of forecasting using vector autoregressions," Working Papers 115, Federal Reserve Bank of Minneapolis.
    3. Ashley, R & Granger, C W J & Schmalensee, R, 1980. "Advertising and Aggregate Consumption: An Analysis of Causality," Econometrica, Econometric Society, vol. 48(5), pages 1149-1167, July.
    4. Michael S. Kaylen, 1988. "Vector Autoregression Forecasting Models: Recent Developments Applied to the U.S. Hog Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 70(3), pages 701-712.
    5. David A. Bessler & Ted Covey, 1991. "Cointegration: Some results on U.S. cattle prices," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 11(4), pages 461-474, August.
    6. Park, Timothy A., 1990. "Forecast Evaluation For Multivariate Time-Series Models: The U.S. Cattle Market," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-11, July.
    7. 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.
    8. Litterman, Robert, 1986. "Forecasting with Bayesian vector autoregressions -- Five years of experience : Robert B. Litterman, Journal of Business and Economic Statistics 4 (1986) 25-38," International Journal of Forecasting, Elsevier, vol. 2(4), pages 497-498.
    9. Zapata, Hector O. & Garcia, Philip, 1990. "Price Forecasting With Time-Series Methods And Nonstationary Data: An Application To Monthly U.S. Cattle Prices," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 15(1), pages 1-10, July.
    10. LeSage, James P, 1990. "A Comparison of the Forecasting Ability of ECM and VAR Models," The Review of Economics and Statistics, MIT Press, vol. 72(4), pages 664-671, November.
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    Cited by:

    1. Cheng, Guo & Dharmasena, Senarath & Capps, Oral, Jr., 2017. "The Taste for Variety: Demand Analysis for Nut Products in the United States," Reports 285248, Texas A&M University, Agribusiness, Food, and Consumer Economics Research Center.
    2. Ibrahim, Mohammed & Florkowski, Wojciech J., 2009. "Forecasting Price Relationships among U.S Tree Nuts Prices," 2009 Annual Meeting, January 31-February 3, 2009, Atlanta, Georgia 47212, Southern Agricultural Economics Association.

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