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| Registros recuperados: 32 | |
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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 New Mexico. 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. NMSU is 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; Agribusiness. |
| Ano: 2008 |
URL: http://purl.umn.edu/48613 |
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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.. |
| This paper explores the impact of error-term non-normality on the performance of the normal-error Generalized Autoregressive Conditional Heteroskedastic (GARCH) model under small and moderate sample sizes. A non-normal-, asymmetric-error GARCH model is proposed, and its finite-sample performance is evaluated in comparison to the normal-error GARCH under various underlying error-term distributions. The results suggest that one must be skeptical of using the normal-error GARCH when there is evidence of conditional error-term non-normality. The conditional distribution of the error-term in a previous mainstream application of the normal GARCH is found to be non-normal and asymmetric. The same application is used to illustrate the advantages of the proposed... |
| Tipo: Conference Paper or Presentation |
Palavras-chave: Error- term non-normality; Skewness; Autoregressive conditional heteroskedasticity; Research Methods/ Statistical Methods. |
| Ano: 2001 |
URL: http://purl.umn.edu/20595 |
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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.; 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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| 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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| Torell, L. Allen; Rimbey, Neil R.; Ramirez, Octavio A.; McCollum, Daniel W.. |
| The relative importance of income earning potential versus consumptive values in setting ranchland prices is examined using a truncated hedonic model. The market value of New Mexico ranches is related to annual income earning potential and other ranch characteristics including ranch size, location, elevation, terrain, and the amount of deeded, public, and state trust land on the ranch. We found ranch income to be a statistically important determinant of land value, but yet a relatively small percentage of ranch value was explained by income earnings. Ranch location, scenic view, and the desirable lifestyle influenced ranch value more than ranch income. |
| Tipo: Journal Article |
Palavras-chave: Consumptive value; Grazing fees; Grazing permit value; Hedonic model; Land value; Lifestyle agriculture; Public land grazing; Voluntary grazing permit buyout; Land Economics/Use. |
| Ano: 2005 |
URL: http://purl.umn.edu/30986 |
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| Ramirez, Octavio A.; Somarriba, Eduardo. |
| This study analyzes the risks of diversified tropical cropping systems that combine cocoa, plantain, and tree-crop components in different proportions versus traditional monocultures. A technique for modeling the expected values, variances, and covariances of correlated time-series variables that are autocorrelated and nonnormal (right or left skewed and kurtotic) is applied to simulate commodity prices. The importance of using simulated cumulative density functions (cdf's) which reflect the most important characteristics of the stochastic behavior of prices for analyzing risk and returns of diversified agricultural systems is demonstrated. The analysis priovides evidence in favor of diversified cocoa-plantain-Cordia agroforestry system technologies... |
| Tipo: Journal Article |
Palavras-chave: Demand and Price Analysis. |
| Ano: 2000 |
URL: http://purl.umn.edu/30901 |
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| Registros recuperados: 32 | |
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