Conway, Roger K.; Hallahan, Charles B.; Stillman, Richard P. - In: Agribusiness 6 (1990) 1, pp. 15-32
Agricultural commodity analysts have systematically overpredicted livestock prices during the 1980s by using econometric forecasting models that do not account for changing economic conditions. This article compares the out-of-sample forecast performance of the Swamy-Tinsley stochastic...