Isengildina-Massa, Olga; Irwin, Scott H.; Good, Darrel L. - Agricultural and Applied Economics Association - AAEA - 2008
This paper explores the use of quantile regression for estimation of empirical confidence limits for WASDE forecasts of corn, soybean, and wheat prices. Quantile regressions for corn, soybean, and wheat forecast errors over 1980/81 through 2006/07 were specified as a function of forecast lead...