Economic Analysis Of Cotton Integrated Pest Management Strategies
Author
Abstract
Suggested Citation
DOI: 10.22004/ag.econ.30225
Download full text from publisher
References listed on IDEAS
- Richardson, James W. & Badger, Daniel D., 1974.
"Analyzing Pest Control Strategies For Cotton With An Environmental Impact Matrix,"
Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 6(1), pages 1-5, July.
- Richardson, James W. & Badger, Daniel D., 1974. "Analyzing Pest Control Strategies for Cotton With an Environmental Impact Matrix," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 6(1), pages 179-183, July.
- Hadar, Josef & Russell, William R, 1969. "Rules for Ordering Uncertain Prospects," American Economic Review, American Economic Association, vol. 59(1), pages 25-34, March.
- Katherine H. Reichelderfer & Filmore E. Bender, 1979. "Application of a Simulative Approach to Evaluating Alternative Methods for the Control of Agricultural Pests," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(2), pages 258-267.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Steven C. Blank & Jeffrey McDonald, 1996.
"Preferences for crop insurance when farmers are diversified,"
Agribusiness, John Wiley & Sons, Ltd., vol. 12(6), pages 583-592.
- Blank, Steven C. & McDonald, Jeffrey, 1995. "Preferences for crop insurance when farmers are diversified," WAEA/ WFEA Conference Archive (1929-1995) 291738, Western Agricultural Economics Association.
- J. Pannell, David, 1991.
"Pests and pesticides, risk and risk aversion,"
Agricultural Economics, Blackwell, vol. 5(4), pages 361-383, August.
- David J. Pannell, 1991. "Pests and pesticides, risk and risk aversion," Agricultural Economics, International Association of Agricultural Economists, vol. 5(4), pages 361-383, August.
- Pannell, David J, 1989. "Pests and Pesticides, Risk and Risk Aversion," Discussion Papers 232312, University of Western Australia, School of Agricultural and Resource Economics.
- Scott, R. Douglass, III & Cochran, Mark J. & Nicholson, W.F., Jr., 1986. "Economic Analysis Of Cotton Integrated Pest Management Strategies: A Comment," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(1), pages 1-3, July.
- Liapis, Peter S. & Moffitt, L. Joe, 1986. "Economic Analysis Of Cotton Integrated Pest Management Strategies: Reply," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 18(1), pages 1-2, July.
- McDonald, Jeffrey D. & Moffitt, L. Joe & Willis, Cleve E., 1997. "Application of mean-Gini stochastic efficiency analysis," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 41(1), pages 1-18.
- Osteen, Craig D. & Szmedra, Philip I., 1989. "Agricultural Pesticide Use Trends and Policy Issues," Agricultural Economic Reports 308081, United States Department of Agriculture, Economic Research Service.
- Weaver, Robert D. & Rauniyar, Ganesh, 1993. "The Economics of Adoption of Environmentally Beneficial Agricultural Practices: (EBAPs): An Analytical Review of Evidence," Staff Paper Series 256847, Pennsylvania State University, Department of Agricultural Economics and Rural Sociology.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002.
"Consistent testing for stochastic dominance: a subsampling approach,"
CeMMAP working papers
03/02, Institute for Fiscal Studies.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24927, London School of Economics and Political Science, LSE Library.
- Yoon-Jae Whang & Esfandiar Maasoumi & Oliver Linton, 2004. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp508, Financial Markets Group.
- Oliver Linton & Esfandiar Maasoumi & Whang, Yoon-Jae, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," Cowles Foundation Discussion Papers 1356, Cowles Foundation for Research in Economics, Yale University, revised Mar 2002.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," STICERD - Econometrics Paper Series 433, Suntory and Toyota International Centres for Economics and Related Disciplines, LSE.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Wang, 2002. "Consistent testing for stochastic dominance: a subsampling approach," CeMMAP working papers CWP03/02, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2002. "Consistent testing for stochastic dominance : a subsampling approach," LSE Research Online Documents on Economics 2207, London School of Economics and Political Science, LSE Library.
- Linton, Oliver & Maasoumi, Esfandiar & Whang, Yoon-Jae, 2003. "Consistent testing for stochastic dominance: a subsampling approach," LSE Research Online Documents on Economics 24755, London School of Economics and Political Science, LSE Library.
- Oliver Linton & Esfandiar Maasoumi & Yoon-Jae Whang, 2002. "Consistent Testing for Stochastic Dominance: A Subsampling Approach," FMG Discussion Papers dp407, Financial Markets Group.
- Lichtenberg, Erik & Zilberman, David & Archibald, Sandra O., 1990. "Economics and Pesticides," Working Papers 197750, University of Maryland, Department of Agricultural and Resource Economics.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013.
"Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures,"
Documentos de Trabajo del ICAE
2013-31, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico, revised Aug 2013.
- Lean, H.H. & McAleer, M.J. & Wong, W.-K., 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Econometric Institute Research Papers EI 2013-27, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute.
- Hooi Hooi Lean & Michael McAleer, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Tinbergen Institute Discussion Papers 13-132/III, Tinbergen Institute.
- Hooi Hooi Lean & Michael McAleer & Wing-Keung Wong, 2013. "Risk-averse and Risk-seeking Investor Preferences for Oil Spot and Futures," Working Papers in Economics 13/30, University of Canterbury, Department of Economics and Finance.
- Brent A. Gloy & Timothy G. Baker, 2002.
"The Importance of Financial Leverage and Risk Aversion in Risk-Management Strategy Selection,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 84(4), pages 1130-1143.
- Baker, Timothy G. & Gloy, Brent A., 2001. "The Importance Of Financial Leverage And Risk Aversion In Risk Management Strategy Selection," 2001 Regional Committee NC-221, October 1-2, 2001, McLean, Virginia 132391, Regional Research Committee NC-1014: Agricultural and Rural Finance Markets in Transition.
- Kocourek, Pavel & Steiner, Jakub & Stewart, Colin, 0. "Boundedly rational demand," Theoretical Economics, Econometric Society.
- G. Dionne & F. Gagnon & K. Dachraoui, 1997.
"Increases in risk and optimal portfolio,"
THEMA Working Papers
97-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
- Dionne, G. & Gagnon, F. & Dachraoui, K., 1997. "Increases in Risk and Optimal Portfolio," Papers 9729, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Moshe Levy & Haim Levy, 2013.
"Prospect Theory: Much Ado About Nothing?,"
World Scientific Book Chapters, in: Leonard C MacLean & William T Ziemba (ed.), HANDBOOK OF THE FUNDAMENTALS OF FINANCIAL DECISION MAKING Part I, chapter 7, pages 129-144,
World Scientific Publishing Co. Pte. Ltd..
- Moshe Levy & Haim Levy, 2002. "Prospect Theory: Much Ado About Nothing?," Management Science, INFORMS, vol. 48(10), pages 1334-1349, October.
- Heller, Yuval & Schreiber, Amnon, 2020.
"Short-term investments and indices of risk,"
Theoretical Economics, Econometric Society, vol. 15(3), July.
- Heller, Yuval & Schreiber, Amnon, 2019. "Short-Term Investments and Indices of Risk," MPRA Paper 95791, University Library of Munich, Germany.
- Michel M. Denuit & Louis Eeckhoudt, 2010.
"A General Index of Absolute Risk Attitude,"
Management Science, INFORMS, vol. 56(4), pages 712-715, April.
- L. Eeckhoudt & M. Denuit, 2010. "A General Index of Absolute Risk Attitude," Post-Print hal-00570578, HAL.
- DENUIT, Michel M. & EECKHOUDT, Louis, 2010. "A general index of absolute risk attitude," LIDAM Reprints CORE 2210, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE).
- David J. Pannell, 1991.
"Pests and pesticides, risk and risk aversion,"
Agricultural Economics, International Association of Agricultural Economists, vol. 5(4), pages 361-383, August.
- J. Pannell, David, 1991. "Pests and pesticides, risk and risk aversion," Agricultural Economics, Blackwell, vol. 5(4), pages 361-383, August.
- Pannell, David J, 1989. "Pests and Pesticides, Risk and Risk Aversion," Discussion Papers 232312, University of Western Australia, School of Agricultural and Resource Economics.
- Joseph Aharony & Sasson Bar†Yosef, 1987. "Tests of the impact of LIFO adoption on stockholders: A stochastic dominance approach," Contemporary Accounting Research, John Wiley & Sons, vol. 3(2), pages 430-444, March.
- Brown, David P., 2017. "New characterizations of increasing risk," Journal of Mathematical Economics, Elsevier, vol. 69(C), pages 7-11.
- Chateauneuf, Alain & Cohen, Michele & Meilijson, Isaac, 2004.
"Four notions of mean-preserving increase in risk, risk attitudes and applications to the rank-dependent expected utility model,"
Journal of Mathematical Economics, Elsevier, vol. 40(5), pages 547-571, August.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers) halshs-00212281, HAL.
- Alain Chateauneuf & Michèle Cohen & Isaac Meilijson, 2004. "Four notions of mean preserving increase in risk, risk attitudes and applications to the Rank-Dependent Expected Utility model," Post-Print halshs-00212281, HAL.
- Lean, Hooi Hooi & McAleer, Michael & Wong, Wing-Keung, 2015. "Preferences of risk-averse and risk-seeking investors for oil spot and futures before, during and after the Global Financial Crisis," International Review of Economics & Finance, Elsevier, vol. 40(C), pages 204-216.
- Branda, Martin, 2013. "Diversification-consistent data envelopment analysis with general deviation measures," European Journal of Operational Research, Elsevier, vol. 226(3), pages 626-635.
- Tsang, Chun-Kei & Wong, Wing-Keung & Horowitz, Ira, 2016. "A stochastic-dominance approach to determining the optimal home-size purchase: The case of Hong Kong," MPRA Paper 69175, University Library of Munich, Germany.
- Lizyayev, Andrey & Ruszczyński, Andrzej, 2012. "Tractable Almost Stochastic Dominance," European Journal of Operational Research, Elsevier, vol. 218(2), pages 448-455.
- Cristiano Arbex Valle & John E Beasley & Nigel Meade, 2024. "Subset second-order stochastic dominance for enhanced indexation with diversification enforced by sector constraints," Papers 2404.16777, arXiv.org, revised Nov 2024.
- Yang Yang & Xuezheng Chen & Jing Gu & Hamido Fujita, 2019. "Alleviating Financing Constraints of SMEs through Supply Chain," Sustainability, MDPI, vol. 11(3), pages 1-19, January.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2020.
"Spanning tests for Markowitz stochastic dominance,"
Journal of Econometrics, Elsevier, vol. 217(2), pages 291-311.
- Arvanitis, Stelios & Scaillet, Olivier & Topaloglou, Nikolas, 2018. "Spanning tests for markowitz stochastic dominance," Working Papers unige:102836, University of Geneva, Geneva School of Economics and Management.
- Stelios Arvanitis & O. Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Swiss Finance Institute Research Paper Series 18-08, Swiss Finance Institute.
- Stelios Arvanitis & Olivier Scaillet & Nikolas Topaloglou, 2018. "Spanning Tests for Markowitz Stochastic Dominance," Papers 1810.10800, arXiv.org.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:ags:sojoae:30225. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: AgEcon Search (email available below). General contact details of provider: https://edirc.repec.org/data/saeaaea.html .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.