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Rational Forecasts And Livestock Futures Performance

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  • Schonkwiler, J. Scott

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  • Schonkwiler, J. Scott, 1982. "Rational Forecasts And Livestock Futures Performance," 1982 Annual Meeting, August 1-4, Logan, Utah 279186, American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association).
    • Handle: RePEc:ags:aaea82:279186
    DOI: 10.22004/ag.econ.279186
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    References listed on IDEAS

    as
    1. Sanford J. Grossman, 1981. "An Introduction to the Theory of Rational Expectations Under Asymmetric Information," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 48(4), pages 541-559.
    2. Frederic S. Mishkin, 1983. "Are Market Forecasts Rational?," NBER Chapters, in: A Rational Expectations Approach to Macroeconometrics: Testing Policy Ineffectiveness and Efficient-Markets Models, pages 59-75, National Bureau of Economic Research, Inc.
    3. J. Scott Shonkwiler & Thomas H. Spreen, 1982. "A Dynamic Regression Model of the U.S. Hog Market," Canadian Journal of Agricultural Economics/Revue canadienne d'agroeconomie, Canadian Agricultural Economics Society/Societe canadienne d'agroeconomie, vol. 30(1), pages 37-48, March.
    4. Plain, Ronald L. & Williams, Joseph E., 1981. "Adaptive Planning Under Price Uncertainty In Pork Production," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 13(2), pages 1-8, December.
    5. Joe H. Dewbre, 1981. "Interrelafionships between Spot and Futures Markets: Some Implications of Rational Expectations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(5), pages 926-933.
    6. E. C. Pasour, 1980. "A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 581-583.
    7. Don B. Panton, 1980. "A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market: Comment," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(3), pages 584-584.
    8. Plain, Ronald L. & Williams, Joseph E., 1981. "Adaptive Planning Under Price Uncertainty in Pork Production," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 13(2), pages 39-46, December.
    9. Sanford J. Grossman, 1977. "The Existence of Futures Markets, Noisy Rational Expectations and Informational Externalities," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 44(3), pages 431-449.
    10. Raymond M. Leuthold & Peter A. Hartmann, 1979. "A Semi-Strong Form Evaluation of the Efficiency of the Hog Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 61(3), pages 482-489.
    11. Richard E. Just & Gordon C. Rausser, 1981. "Commodity Price Forecasting with Large-Scale Econometric Models and the Futures Market," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(2), pages 197-208.
    12. repec:bla:econom:v:40:y:1973:i:157:p:12-43 is not listed on IDEAS
    13. Toyoda, Toshihisa, 1974. "Use of the Chow Test under Heteroscedasticity," Econometrica, Econometric Society, vol. 42(3), pages 601-608, May.
    14. Danthine, Jean-Pierre, 1978. "Information, futures prices, and stabilizing speculation," Journal of Economic Theory, Elsevier, vol. 17(1), pages 79-98, February.
    15. Stephen J. DeCanio, 1979. "Rational Expectations and Learning from Experience," The Quarterly Journal of Economics, President and Fellows of Harvard College, vol. 93(1), pages 47-57.
    16. Raymond M. Leuthold, 1974. "The Price Performance on the Futures Market of a Nonstorable Commodity: Live Beef Cattle," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 56(2), pages 271-279.
    Full references (including those not matched with items on IDEAS)

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