Short-run price forecast performance of individual and composite models for 496 corn cash markets

DOI10.1080/02664763.2016.1259399OpenAlexW2549986406MaRDI QIDQ5138729

Xiaojie Xu

Publication date: 4 December 2020

Published in: Journal of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/02664763.2016.1259399

zbMATH Keywords

forecastfuturescompositecorn cash

Mathematics Subject Classification ID

Statistics (62-XX)

Related Items (1)

Causal structure among US corn futures and regional cash prices in the time and frequency domain

Cites Work

• Selection of estimation window in the presence of breaks
• Rolling window selection for out-of-sample forecasting with time-varying parameters
• Handbook of economic forecasting. Volume 1
• Testing the null hypothesis of stationarity against the alternative of a unit root. How sure are we that economic time series have a unit root?
• A simple recursive forecasting model
• If Nonlinear Models Cannot Forecast, What Use Are They?
• Testing for a unit root in time series regression
• Likelihood Ratio Statistics for Autoregressive Time Series with a Unit Root
• Forecasting and conditional projection using realistic prior distributions
• Tests of Conditional Predictive Ability

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