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Frocasting Soybean Complex Prices: Univariate and Multivariate Time Series Models. (1989). Irwin, Scott H ; Gerlow, Mary E ; Tinker, Jonathan N ; Zulauf, Carl R.
In: 1989 Annual Meeting, July 30-August 2, Baton Rouge, Louisiana.
RePEc:ags:aaea89:270488.

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  2. Akaike, H._ "Fitting Autoregressive Models for Prediction." Annals of the Institute of Statistical Mathematics." 2(1969): 243-247.

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  4. Brown, Stewart L. "A Reformulation of the Portfolio Model of Hedging." American Journal of Agricultural Economics. 67(1985): 508-512.

  5. Cryer, Jonathan D. Time Series Analysis. Boston, MA: Duxbury Press, 1986.
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  6. Doan, T. and R. Litterman. User's Manual: RATS. Minneapolis: VAR Econometrics, 1986.
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  7. Elton, Edwin J., Martin J. Gruber, and Joel C. Rentzier. "Professionally Managed, Publicly Traded Commodity Funds." Journal of Business. 60(1987): 175-199.
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  8. Garcia, Phillip, Michael A. Hudson, and Mark L. Waller. "The Pricing Efficiency of Agricultural Futures Markets: An Analysis of Previous Research.~ Southern Journal of Agricultural Economics. 20(1988): 119130.

  9. Gerlow, Mary E. and Scott H. Irwin. "Economic Evaluation of Commodity Price Forecasts." Presented at the American Agricultural Economics Association meetings, Knoxville, TN, August 1988.
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  10. Hsiao, Cheng. "Autoregressive Modeling of Canadian Money and Income Data." Journal of American Statistical Association. 74(1979): 553-560. Rausser, Qordon C. and Colin Carter. "Futures Market Efficiency in the Soybean 'Complex." Review of Economics and Statistics. 65(3): 469-478. ~
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