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Registros recuperados: 44
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Estimates of Promotional Impacts on Orange Juice and Grapefruit Juice Demand Based on Time Series and Cross-Sectional Data AgEcon
Brown, Mark G..
The cross-section and time series model used in this study yielded a number of important estimates for OJ and GJ demand. The own- and cross-price elasticities were, in general, similar to those found in past studies. The dummy variable estimates to control for city size, seasonality and other city specific trends appear reasonable, suggesting this modeling approach, and perhaps other variants, is useful for analyzing combined city data over time. The promotional estimates of the study support previous findings that featuring and displays significantly increase demand. Features and displays together have the largest impact. Price discounts have the smaller impacts but their magnitudes are larger than found in previous studies. Finally, although both...
Tipo: Report Palavras-chave: Pooling; Cross-section; Time-series; Orange juice; Grapefruit juice; Agribusiness.
Ano: 2009 URL: http://purl.umn.edu/104333
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How Much Can Outlook Forecasts be Improved? An Application to the U.S. Hog Market AgEcon
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip.
This study investigates the predictability of outlook hog price forecasts released by Iowa State University relative to alternative market and time-series forecasts. The findings suggest that predictive performance of the outlook hog price forecasts can be improved substantially. Under RMSE, VARs estimated with Bayesian procedures that allow for some degree of flexibility and model averaging consistently outperform Iowa outlook estimates at all forecast horizons. Evidence from the encompassing tests, which are highly stringent tests of forecast performance, indicates that many price forecasts do provide incremental information relative to Iowa. Simple combinations of these models and outlook forecasts are able to reduce forecast errors by economically...
Tipo: Conference Paper or Presentation Palavras-chave: Forecast; Futures; Models; Prices; Time-series; Vector autoregression; Agricultural Finance.
Ano: 2008 URL: http://purl.umn.edu/37620
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Do Composite Procedures Really Improve the Accuracy of Outlook Forecasts? AgEcon
Colino, Evelyn V.; Irwin, Scott H.; Garcia, Philip.
This paper investigates whether the accuracy of outlook hog price forecasts can be improved using composite forecasts in an out-of-sample context. Price forecasts from four wellrecognized outlook programs are combined with futures-based forecasts, ARIMA, and unrestricted Vector Autoregressive (VAR) models. Quarterly data are available from 1975.I through 2007.IV, which allow for a relatively long out-of-sample evaluation period after permitting model specification and appropriate composite-weight training periods. Results show that futures and numerous composite procedures outperform outlook forecasts. At intermediate horizons, OLS composite procedures perform rather well. The superiority of futures and composite forecasts decreases at longer horizons...
Tipo: Conference Paper or Presentation Palavras-chave: Forecast combination; Outlook; Futures; Time-series; Out-of-sample; Agribusiness; Agricultural Finance; Financial Economics; Livestock Production/Industries; Marketing; Research Methods/ Statistical Methods.
Ano: 2009 URL: http://purl.umn.edu/53052
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Effect of air pollution on pediatric respiratory emergency room visits and hospital admissions BJMBR
Farhat,S.C.L.; Paulo,R.L.P.; Shimoda,T.M.; Conceição,G.M.S.; Lin,C.A.; Braga,A.L.F.; Warth,M.P.N.; Saldiva,P.H.N..
In order to assess the effect of air pollution on pediatric respiratory morbidity, we carried out a time series study using daily levels of PM10, SO2, NO2, ozone, and CO and daily numbers of pediatric respiratory emergency room visits and hospital admissions at the Children's Institute of the University of São Paulo Medical School, from August 1996 to August 1997. In this period there were 43,635 hospital emergency room visits, 4534 of which were due to lower respiratory tract disease. The total number of hospital admissions was 6785, 1021 of which were due to lower respiratory tract infectious and/or obstructive diseases. The three health end-points under investigation were the daily number of emergency room visits due to lower respiratory tract diseases,...
Tipo: Info:eu-repo/semantics/article Palavras-chave: Time-series; Poisson; Air pollution; Children; Respiratory morbidity.
Ano: 2005 URL: http://www.scielo.br/scielo.php?script=sci_arttext&pid=S0100-879X2005000200011
Registros recuperados: 44
Primeira ... 123 ... Última
 

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