McKenzie, Andrew M.; Jiang, Bingrong; Djunaidi, Harjanto; … - In: Review of Agricultural Economics 24 (2002) 2, pp. 474-493
This study examines short-run and long-run unbiasedness within the U.S. rice futures market. Standard OLS, cointegration, and error-correction models are used to determine unbiasedness. In addition, the forecasting performance of the rice futures market is analyzed and compared to out-of-sample...
