Isengildina-Massa, Olga; Sharp, Julia L.; Zhang, Jing; … - Agricultural and Applied Economics Association - AAEA - 2010
This study evaluates the accuracy of USDA interval forecasts for corn, soybean, and wheat prices using Christoffersen’s (1998) tests for unconditional coverage, independence and conditional coverage adjusted for asymmetries in tail probabilities. The findings of this study demonstrate that due...