Forecasting an agricultural system with random walk priors Academic Article uri icon

abstract

  • The paper explores the use of random walk priors for specifying multiple time series models. An empirical example with the US shrimp market is presented. Out-of-sample forecasting results offer encouragement for further consideration of these models. 1986.

published proceedings

  • Agricultural Systems

author list (cited authors)

  • Bessler, D. A., & Hopkins, J. C.

citation count

  • 3

complete list of authors

  • Bessler, David A||Hopkins, Jane C

publication date

  • January 1986