FORECASTING AN AGRICULTURAL SYSTEM WITH RANDOM-WALK PRIORS 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

  • 8

complete list of authors

  • BESSLER, DA||HOPKINS, JC

publication date

  • January 1986