FORECASTING AN AGRICULTURAL SYSTEM WITH RANDOM-WALK PRIORS Academic Article

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.

authors

• Bessler, David

published proceedings

• AGRICULTURAL SYSTEMS

author list (cited authors)

• BESSLER, D. A., & HOPKINS, J. C.

citation count

• 8

complete list of authors

• BESSLER, DA||HOPKINS, JC

publication date

• January 1986

publisher

• Elsevier  Publisher

published in

• Agricultural Systems  Journal

keywords

• 30 Agricultural, Veterinary And Food Sciences
• 41 Environmental Sciences

Digital Object Identifier (DOI)

• 10.1016/0308-521X(86)90029-6

start page

• 59

end page

• 67

volume

• 21

issue

• 1

URL

• http%3A%2F%2Fdx.doi.org%2F10.1016%2F0308-521x%2886%2990029-6