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Construction et étude d'un modèle de réseau trophique de la vasière de Brouage (bassin de marennes Oléron, France). Prise en compte de la saisonnalité et des échanges physiques pour la synthèse constructive des connaissances sur une zone intertidale d'une région tempérée. ArchiMer
Leguerrier, Dephine.
In order to better understand the functioning of the Brouage intertidal mudflat (Marennes- Oléron Basin, France), its carbon-based trophic web has been modelled and analyzed. The foodweb building is based on the 4 step method of Inverse Analysis: 1) conceive an a priori model as the graph of compartments (nodes) between which exist fluxes of material (vertices). These vertices are the unknowns for the problem; 2) gather all the existing knowledge about the ecosystem and translate it into linear equations and inequalities involving the fluxes; 3) complete this set of data by common knowledge on the behaviour of the compartments and translate it into inequalities, 4) solve the obtained linear system under the parsimony principle to find a unique solution...
Tipo: Text Palavras-chave: Brouage Mudflat; Box Model; Seasonality; Dynamic Model; Static Model; Monte Carlo; Markov Chains; Network Analysis; Intertidal Mudflat; Food Web; Inverse Analysis; Vasière de Brouage; Modèle en boîtes; Saisonnalité; Modèle Dynamique; Modèle Statique; Monte Carlo; Chaînes de Markov; Analyse des Réseaux; Vasière Intertidale; Réseau Trophique; Analyse Inverse.
Ano: 2005 URL: http://archimer.ifremer.fr/doc/2005/these-2260.pdf
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Best practice in Ecopath with Ecosim food-web models for ecosystem-based management ArchiMer
Heymans, Johanna Jacomina; Coll, Marta; Link, Jason S.; Mackinson, Steven; Steenbeek, Jeroen; Walters, Carl; Christensen, Villy.
Ecopath with Ecosim (EwE) models are easier to construct and use compared to most other ecosystem modelling techniques and are therefore more widely used by more scientists and managers. This, however, creates a problem with quality assurance; to address this we provide an overview of best practices for creating Ecopath, models. We describe the diagnostics that can be used to check for thermodynamic and ecological principles, and highlight principles that should be used for balancing a model. We then highlight the pitfalls when comparing Ecopath models using Ecological Network Analysis indices. For dynamic simulations in Ecosim we show the state of the art in calibrating the model by fitting it to time series using a formal fitting procedure and...
Tipo: Text Palavras-chave: Ecopath with Ecosim; Ecological network analysis; Ecosystem modelling; Ecosystem-based management; Monte Carlo; Time series fitting.
Ano: 2016 URL: https://archimer.ifremer.fr/doc/00626/73763/74237.pdf
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A general-purpose method for two-group randomization tests AgEcon
Kaiser, Johannes; Lacy, Michael G..
We outline a novel approach to calculate exact p-levels for two-sample randomization tests. The approach closely resembles permute in its applications, with the main difference being that the results are approximated only if the execution time needed to calculate exact p-levels would exceed a specified maximum. We demonstrate its use by deriving p-levels for the significance of Somers’ D, the coefficient of variation, the difference in means and in medians, and the difference in two multinomials.
Tipo: Article Palavras-chave: Tsrtest; Mwtest; Fptest; Somersdtest; Cvtest; Vartest; Randomization tests; Monte Carlo; Two-sample problem; Research Methods/ Statistical Methods.
Ano: 2009 URL: http://purl.umn.edu/122702
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Multinomial goodness–of–fit: Large–sample tests with survey design correction and exact tests for small samples AgEcon
Jann, Ben.
I introduce the new mgof command to compute distributional tests for discrete (categorical, multinomial) variables. The command supports largesample tests for complex survey designs and exact tests for small samples as well as classic large-sample x2-approximation tests based on Pearson’s X2, the likelihood ratio, or any other statistic from the power-divergence family (Cressie and Read, 1984, Journal of the Royal Statistical Society, Series B (Methodological) 46: 440–464). The complex survey correction is based on the approach by Rao and Scott (1981, Journal of the American Statistical Association 76: 221–230) and parallels the survey design correction used for independence tests in svy: tabulate. mgof computes the exact tests by using Monte Carlo methods...
Tipo: Article Palavras-chave: Mgof; Mgofi; Multinomial; Goodness-of-fit; Chi-squared; Categorical data; Exact tests; Monte Carlo; Exhaustive enumeration; Combinatorial algorithms; Complex survey correction; Power-divergence statistic; Kolmogorov–Smirnov; Benford's law; Research Methods/ Statistical Methods.
Ano: 2008 URL: http://purl.umn.edu/122584
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Comparison of several demand systems AgEcon
Meyer, Stefan; Yu, Xiaohua; Abler, David G..
Using Monte-Carlo simulation, , we compare the most popular demand systems including the LES, AIDS, BTL, QES, QUAIDS and AIDADS, and find that different models actually have different advantages in estimating different elasticities. Specifically, QES, AIDS and AIDADS models are the best in income, own-price and cross-price elasticities, respectively. Overall, AIDADS model has the best performance. The results indicate that the rank three models are not necessary always better than the rank two models.
Tipo: Conference Paper or Presentation Palavras-chave: Comparison; Demand Systems; Monte Carlo; AIDS; Consumer/Household Economics; Demand and Price Analysis; Research Methods/ Statistical Methods.
Ano: 2011 URL: http://purl.umn.edu/103736
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NONSTRUCTURAL AND STATISTICAL NONPARAMETRIC MARKET POWER TESTS: AN EMPIRICAL INVESTIGATION AgEcon
Noelke, Corinna M.; Raper, Kellie Curry.
We use Monte Carlo experiments to assess the accuracy of two nonstructural and two statistical nonparametric market power tests. We implement these monopoly and monopsony market power tests using data from ten known market structures. The objective is to determine which test is most able to distinguish between market structures. The statistical nonparametric market power tests appear to be promising.
Tipo: Conference Paper or Presentation Palavras-chave: Market power; Monte Carlo; Nonparametric; Nonstructural; Industrial Organization; Research Methods/ Statistical Methods.
Ano: 1999 URL: http://purl.umn.edu/21645
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An exact and a Monte Carlo proposal to the Fisher–Pitman permutation tests for paired replicates and for independent samples AgEcon
Kaiser, Johannes.
This article concerns the nonparametric Fisher–Pitman tests for paired replicates and independent samples. After outlining the theory of exact tests, I derive Monte Carlo simulations for both of them. Simulations can be useful if one deals with many observations because of the complexity of the algorithms in regard to sample sizes. The tests are designed to be a more powerful alternative to the Wilcoxon signed-rank test and the Wilcoxon–Mann–Whitney rank-sum test if the observations are given on at least an interval scale. The results gained by Monte Carlo versions of the tests are accurate enough in comparison to the exact versions. Finally, I give examples for using both supplemented tests.
Tipo: Article Palavras-chave: Permtest1; Permtest2; Nonparametric tests; Monte Carlo; Permutation tests; Research Methods/ Statistical Methods.
Ano: 2007 URL: http://purl.umn.edu/119284
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PRICING WEATHER DERIVATIVES FOR AGRICULTURAL RISK MANAGEMENT AgEcon
Richards, Timothy J.; Manfredo, Mark R.; Sanders, Dwight R..
Existing derivative pricing methods cannot be used to price weather derivatives due to the absence of a hedgeable commodity underlying weather risk and the complexity of weather processes. This study develops a pricing model that considers weather derivatives to be the same as any other financial asset. In this way, the price of a weather derivative is an equilibrium price consistent with both the potential payout at expiry and the market price of risk. We apply this model to the pricing of weather derivatives in the Central Valley of California and find significant differences in prices obtained under alternative weather process assumptions.
Tipo: Conference Paper or Presentation Palavras-chave: Derivative; Monte Carlo; Pricing; Risk weather; Risk and Uncertainty.
Ano: 2003 URL: http://purl.umn.edu/18979
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Estimating a Demand System with Seasonally Differenced Data AgEcon
Harri, Ardian; Brorsen, B. Wade; Muhammad, Andrew; Anderson, John D..
Several recent papers have used annual changes and monthly data to estimate demand systems. Such use of overlapping data introduces a moving average error term. This paper shows how to obtain consistent and asymptotically efficient estimates of a demand system using seasonally differenced data. Monte Carlo simulations and an empirical application to the estimation of the U.S. meat demand are used to compare the proposed estimator with alternative estimators. Once the correct estimator is used, there is no advantage to using overlapping data in estimating a demand system.
Tipo: Journal Article Palavras-chave: Autocorrelation; Demand system; Monte Carlo; Overlapping data; Seasonal differences; Agribusiness; Demand and Price Analysis; Financial Economics; Research Methods/ Statistical Methods; C13; Q11; Q13.
Ano: 2010 URL: http://purl.umn.edu/90679
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Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models AgEcon
Tumusiime, Emmanuel; Brorsen, B. Wade; Mosali, Jagadeesh; Johnson, Jim; Locke, James; Biermacher, Jon T..
The parameters of yield response functions can vary by year. Past studies usually assume yield functions are nstochastic ‘‘limited’’ stochastic. In this study, we estimate rye– ryegrass yield functions in which all parameters are random. The three functional forms considered are the linear response plateau, the quadratic, and the Spillman-Mitscherlich. Nonstochastic yield models are rejected in favor of stochastic parameter models. Quadratic functional forms fit the data poorly. Optimal nitrogen application recommendations are calculated for the linear response plateau and Spillman-Mitscherlich. The stochastic models lead to smaller recommended levels of nitrogen, but the economic benefits of using fully stochastic crop yield functions are small because...
Tipo: Journal Article Palavras-chave: Cereal rye–ryegrass; Monte Carlo; Nitrogen; Random parameters; Stochastic plateau; Production Economics; Q10; C12; D24.
Ano: 2011 URL: http://purl.umn.edu/117949
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The Economics of Harvesting and Transporting Corn Stover for Conversion to Fuel Ethanol: A Case Study for Minnesota AgEcon
Petrolia, Daniel R..
Corn stover harvest and transport cost functions were estimated for two harvest operations for a proposed biomass-to-ethanol conversion facility located in southern Minnesota, USA. This work presents an alternative methodology to estimating corn stover quantities and harvest costs at the county level, taking into account county-specific yields, transportation distances, erosion constraints, machinery specifications, and other key variables. Monte Carlo simulation was also used to estimate the probability distribution of costs under alternative assumption on key parameters whose values vary widely in the literature. Marginal stover cost for 50MM gal/year of ethanol output was estimated at $54/dt ($0.77/gal ethanol) for the more intensive harvest method...
Tipo: Working or Discussion Paper Palavras-chave: Biomass; Corn stover; Economics; Ethanol; Lignocellulose; Monte Carlo; Crop Production/Industries; Resource /Energy Economics and Policy.
Ano: 2006 URL: http://purl.umn.edu/14213
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Revisiting N fertilisation rates in low-rainfall grain cropping regions of Australia: A risk analysis AgEcon
Monjardino, Marta; McBeath, T.; Brennan, Lisa E.; Llewellyn, Rick S..
Mallee farmers minimize downside risk in dry seasons by applying low rates of nitrogen (N) fertiliser to their cereal crops. The opportunity to respond to and capitalize on the better years is further limited as most inputs are applied upfront at sowing. We used an economic-risk decision model to identify a range of tactical N fertilisation options that increase net returns, while minimising risk for farmers with different risk attitudes. Importantly, we concluded that when accounting for long-term risks affecting farmers, the use of higher N rates can play a risk-reducing role in a highly variable environment like the Mallee.
Tipo: Presentation Palavras-chave: Nitrogen; Risk; Variance; Crop simulation; Economic net returns; Decision analysis; Zone management; Monte Carlo; Mallee; Crop Production/Industries; Risk and Uncertainty.
Ano: 2012 URL: http://purl.umn.edu/124339
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Determining Optimal Levels of Nitrogen Fertilizer Using Random Parameter Models AgEcon
Tumusiime, Emmanuel; Brorsen, B. Wade; Biermacher, Jon T.; Mosali, Jagadeesh; Johnson, Jim; Locke, James.
The parameters of yield response functions can vary by year. Past studies usually assume yield functions are nonstochastic or ‘limited’ stochastic. In this study, we estimate rye-ryegrass yield functions where all parameters are random. Optimal nitrogen rates are calculated for two yield response functions: linear response plateau and quadratic. Nonstochastic models are rejected in favor of stochastic parameter models. However, the economic benefits of using fully stochastic models are small since optimal nitrogen rates do not differ greatly between stochastic and nonstochastic models.
Tipo: Conference Paper or Presentation Palavras-chave: Linear response plateau; Monte Carlo; Nitrogen; Random parameters; Agricultural and Food Policy; Crop Production/Industries; Farm Management; Production Economics.
Ano: 2010 URL: http://purl.umn.edu/56514
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Crop-Based Biofuel Production under Acreage Constraints and Uncertainty AgEcon
Baker, Mindy L.; Hayes, Dermot J.; Babcock, Bruce A..
A myriad of policy issues and questions revolve around understanding the bioeconomy. To gain insight, we develop a stochastic and dynamic general equilibrium model and capture the uncertain nature of key variables such as crude oil prices and commodity yields. We also incorporate acreage limitations on key feedstocks such as corn, soybeans, and switchgrass. We make standard assumptions that investors are rational and engage in biofuel production only if returns exceed what they can expect to earn from alternative investments. The Energy Independence and Security Act of 2007 mandates the use of 36 billion gallons of biofuels by 2022, with significant requirements for cellulosic biofuel and biodiesel production. We calculate the level of tax credits required...
Tipo: Working or Discussion Paper Palavras-chave: Biodiesel; Biofuels; Cellulosic; Dynamic; Ethanol; General equilibrium; Monte Carlo; Market; Crop Production/Industries; Political Economy; Resource /Energy Economics and Policy; Risk and Uncertainty.
Ano: 2008 URL: http://purl.umn.edu/6314
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An Insurance Approach to Risk Management in the Ethanol Industry AgEcon
Paulson, Nicholas D.; Babcock, Bruce A.; Hart, Chad E.; Hayes, Dermot J..
The vast majority of crop and revenue insurance policies sold in the United States are single-crop policies that insure against low yields or revenues for each crop grown on the farm. But, increasingly, producer income is based more on the value of crops that have been converted into a value-added product such as ethanol. Moreover, the recent increases in energy and com-modity price levels and volatilities emphasize the importance of risk management to ethanol investors. This paper uses an insurance approach to outline a risk management tool which mimics the gross margin level of a typical corn-based ethanol plant. The gross margin, pre-mium, and indemnity levels are calculated on a per bushel basis to enable producers/investors to utilize the product...
Tipo: Journal Article Palavras-chave: Corn-based ethanol; Insurance; Risk management; Correlation; Monte Carlo; Resource /Energy Economics and Policy; Risk and Uncertainty.
Ano: 2008 URL: http://purl.umn.edu/44738
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Assessing the potential for beneficial diversification in rain-fed agricultural enterprises AgEcon
Kandulu, John.
Climate change and climate variability induce uncertainty in yields, and thus threaten long term economic viability of rain-fed agricultural enterprises. Enterprise mix diversification is the most common, and is widely regarded as the most effective, strategy for mitigating multiple sources of farm business risk. We assess the potential for enterprise mix diversification in mitigating climate induced variability in long term net returns from rain-fed agriculture. We build on APSIM modelling and apply Monte Carlo simulation, probability theory, and finance techniques, to assess the potential for enterprise mix diversification to mitigate climate-induced variability in long term economic returns from rain-fed agriculture. We consider four alternative farm...
Tipo: Conference Paper or Presentation Palavras-chave: Climate variability; Yield uncertainty; Economic returns; Rain-fed agricultural enterprise; Risk; Monte Carlo; Environmental Economics and Policy.
Ano: 2011 URL: http://purl.umn.edu/100568
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Technological and Economic Risk Analysis of laying hen breeding applying simulation AgEcon
Kovacs, Sandor; Ertsey, Imre; Balogh, Peter.
In order to analyse risks and to choose from different decision-making strategies simulation models are often applied in several areas of animal breeding. We developed an improved Monte Carlo model for analysing laying hen breeding combined with Bayes’ statistics. On the basis of data from a company breeding broiler parents, our paper examines the technological and economic risks of breeding a laying-hen stock with a simulation program developed by our team. During modelling we take individual cost elements and the most significant factors (different forage costs, price of sold eggs, unsuitable eggs, installing day-old chicks and old animals) affecting returns into consideration. The results can be presented in tables and graphs for both sexes as well....
Tipo: Conference Paper or Presentation Palavras-chave: Monte Carlo; Risk analysis; Chicken production; Bayessian statistics; Foraging; Livestock Production/Industries.
Ano: 2007 URL: http://purl.umn.edu/7798
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The Emergence of Insect Resistance in Bt-Corn: Implication of Resistance Management Information Under Uncertainty AgEcon
Linacre, Nicholas A.; Thompson, Colin J..
The successful management of transgenic technology is likely to depend on the economic behavioral response of farmers to the regulated use of transgenic crops. A well-studied example is the widespread use of Bt-corn, in the United States, and elsewhere, to control the European Corn Borer, a major corn pest. The extensive use of Bt-corn has led to concerns about the emergence of insect resistance. The United States Environment Protection Agency addressed this potential problem by developing an insect resistance management strategy, based, in part, on complex mathematical models using detailed biological assumptions about the population genetics and life history of the European Corn Borer. However, seed companies and others have sometimes used simpler...
Tipo: Working or Discussion Paper Palavras-chave: Insect resistance; Monte Carlo; Bt-corn; Logistic growth; Environmental risk; Biotechnology; Environmental protection; Crop Production/Industries.
Ano: 2005 URL: http://purl.umn.edu/59239
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A Mata Geweke–Hajivassiliou–Keane multivariate normal simulator AgEcon
Gates, Richard.
An accurate and efficient numerical approximation of the multivariate normal (MVN) distribution function is necessary for obtaining maximum likelihood estimates for models involving the MVN distribution. Numerical integration through simulation (Monte Carlo) or number-theoretic (quasi–Monte Carlo) techniques is one way to accomplish this task. One popular simulation technique is the Geweke–Hajivassiliou–Keane MVN simulator. This paper reviews this technique and introduces a Mata function that implements it. It also computes analytical first-order derivatives of the simulated probability with respect to the variables and the variance–covariance parameters.
Tipo: Journal Article Palavras-chave: GHK; Maximum simulated likelihood; Monte Carlo; Quasi–Monte Carlo; Importance sampling; Number-theoretic statistics; Research Methods/ Statistical Methods.
Ano: 2006 URL: http://purl.umn.edu/117569
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Monte Carlo Benchmarks for Discrete Response Valuation Methods AgEcon
Huang, Ju-Chin; Smith, V. Kerry.
This paper argues that the widespread belief that discrete contingent valuation (CV) questions yield substantially larger estimates of the mean (and the median) willingness to pay (WTP) for nonmarket environmental resources in comparison to estimates from open-ended CV questions is unfounded. A set of Monte Carlo experiments estimate the factors influencing the performance of WTP estimates based on discrete response models. Most of the error in the WTP estimates arises from the specification errors that are common in most of the empirical models used in the literature. These experiments suggest models based on choices where WTP is dominated by non use (or passive use) values are likely to have smaller errors than where large use values influence these...
Tipo: Working or Discussion Paper Palavras-chave: Discrete response contingent valuation; Monte Carlo; Non-market valuation; Financial Economics; C93; D12; Q2.
Ano: 1997 URL: http://purl.umn.edu/10546
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