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| Registros recuperados: 32 | |
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| Ramirez, Octavio A.. |
| Simulation methods are used to measure the expected differentials between the Mean Square Errors of the forecasts from models based on temporally disaggregated versus aggregated data. This allows for novel comparisons including long-order ARMA models, such as those expected with weekly data, under realistic conditions where the parameter values have to be estimated. The ambivalence of past empirical evidence on the benefits of disaggregation is addressed by analyzing four different economic time series for which relatively large sample sizes are available. Because of this, a sufficient number of predictions can be considered to obtain conclusive results from out-of-sample forecasting contests. The validity of the conventional method for inferring the order... |
| Tipo: Presentation |
Palavras-chave: Data Aggregation; Efficient Forecasting; Research Methods/ Statistical Methods. |
| Ano: 2012 |
URL: http://purl.umn.edu/123470 |
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| Ramirez, Octavio A.. |
| The New Mexico State University, which is denominated as New Mexico's “Land Grant University”, is formed by more than 24,000 students within its five sites throughout the state of NewMexico. The main site, which is located in the bicultural city of Las Cruces, houses around 16,000 students, including 3,300 graduate ones distributed in 51 graduate degree programs and 25 Ph.D. programs. NMSUis classified by the Carnegie Foundation as a “Research Extensive” University. In terms of administration it is divided into six faculties, including the Agriculture and Domestic Economy Faculty (CAHE). |
| Tipo: Journal Article |
Palavras-chave: NMSU; Las Cruces; Graduate degree and Ph.D. programs; NMSU; Las Cruces; Programas de maestría y doctorado.; Teaching/Communication/Extension/Profession. |
| Ano: 2008 |
URL: http://purl.umn.edu/45840 |
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| Ramirez, Octavio A.; Sosa, Romeo. |
| Recently developed techniques are adapted and combined for the modeling and simulation of crop yields and prices that can be mutually correlated, exhibit heteroskedasticity or autocorrelation, and follow nonnormal probability density functions. The techniques are applied to the modeling and simulation of probability distribution functions for the returns of three tropical agroforestry systems for coffee production. The importance of using distribution functions that can more closely reflect the statistical behavior of yields and prices for risk analysis is discussed and illustrated. |
| Tipo: Journal Article |
Palavras-chave: Risk and Uncertainty. |
| Ano: 2000 |
URL: http://purl.umn.edu/30838 |
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| Ramirez, Octavio A.. |
| Threshold autoregressive (TAR) models can accommodate the asymmetric cycling behavior observed in some time series data. This study develops a procedure to estimate TAR models when the conditional mean of the dependent variable is function of one or more exogenous factors while allowing for heteroskedasticity, i.e. for different levels of variation in upward versus downward cycles. The formulas to obtain predictions from TAR models are derived. Monte Carlo simulation analyses suggest that TAR models can significantly improve forecasting precision. Substantial gains in forecasting precision, in comparison with AR models, are in fact found when applying the proposed procedure to the modeling of U.S. quarterly soybeans future prices and Brazilian coffee spot... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Research Methods/ Statistical Methods. |
| Ano: 2006 |
URL: http://purl.umn.edu/21365 |
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| Ramirez, Octavio A.; McDonald, Tanya U.. |
| Previous research established that the expanded Johnson system can accommodate any theoretically possible mean-variance-skewness-kurtosis combination. Therefore, it has been hypothesized that this system can provide for a reasonably accurate modeling approximation of any probability distribution that might be encountered in practice. In order to test that hypothesis, this manuscript develops a more flexible expanded form of the Beta distribution which, in its original form, has been widely used to model and simulate crop yields for risk analysis. Empirically grounded evaluations suggest that the Johnson system can model a variety of typical yield data-generating processes that are based on the Beta distribution much more precisely than the Beta can model... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Crop Production/Industries. |
| Ano: 2007 |
URL: http://purl.umn.edu/9814 |
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| Registros recuperados: 32 | |
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