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A Historical Overview of Estimation of Historical Risk Coefficients

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  • Musser, Wesley N.

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  • Musser, Wesley N., 1992. "A Historical Overview of Estimation of Historical Risk Coefficients," 1992 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, March 22-25, 1992, Orlando, Florida 307862, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.
    • Handle: RePEc:ags:rrsr94:307862
    DOI: 10.22004/ag.econ.307862
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    1. Young, Douglas L., 1980. "Evaluating Procedures For Computing Objective Risk From Historical Time Series," Risk Analysis in Agriculture: Research and Educational Developments, January 16-18, 1980, Tucson, Arizona 271471, Regional Research Projects > W-149: An Economic Evaluation of Managing Market Risks in Agriculture.
    2. Peter Berck, 1981. "Portfolio Theory and the Demand for Futures: The Case of California Cotton," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 63(3), pages 466-474.
    3. Fred C. White & Wesley N. Musser, 1980. "Inflation Effects on Farm Financial Management," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 62(5), pages 1060-1064.
    4. Tew, Bernard V. & Musser, Wesley N. & Smith, G. Scott, 1988. "Using Non-Contemporaneous Data To Specify Risk Programming Models," Northeastern Journal of Agricultural and Resource Economics, Northeastern Agricultural and Resource Economics Association, vol. 17(1), pages 1-6, April.
    5. Epps, Thomas W & Epps, Mary Lee, 1977. "The Robustness of Some Standard Tests for Autocorrelation and Heteroskedasticity When Both Problems Are Present," Econometrica, Econometric Society, vol. 45(3), pages 745-753, April.
    6. Alan Collins & Wesley N. Musser & Robert Mason, 1991. "Prospect Theory and Risk Preferences of Oregon Seed Producers," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 429-435.
    7. Neudecker, H., 1978. "Bounds for the bias of the LS estimator of o^2 in the case of a first-order autoregressive process," University of Amsterdam, Actuarial Science and Econometrics Archive 293026, University of Amsterdam, Faculty of Economics and Business.
    8. Walker, Melvin E., Jr. & Lin, Kuang-Hsing Terence, 1978. "Price, Yield, And Gross Revenue Variability For Selected Georgia Crops," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 10(1), pages 1-5, July.
    9. Adams, Richard M. & Menkhaus, Dale J. & Woolery, Bruce A., 1980. "Alternative Parameter Specification In E, V Analysis: Implications For Farm Level Decision Making," Western Journal of Agricultural Economics, Western Agricultural Economics Association, vol. 5(1), pages 1-8, July.
    10. Anderson, Jock R. & Dillon, John L. & Hardaker, Brian, 1977. "Agricultural Decision Analysis," Monographs: Applied Economics, AgEcon Search, number 288652, November.
    11. Musser, Wesley, 1986. "Capital Budgeting Analysis Of Uncertainty In Irrigation Investments," Regional Research Projects > 1986: S-180 Annual Meeting, March 23-26, 1986, Tampa, Florida 272003, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    12. McCarl, Bruce & Musser, Wesley, 1985. "Risk Analysis For Agricultural Production Firms: Concepts, Information Requirements And Policy Issues: Modeling Long Run Risk In Production And Investment Decisions," Staff Paper Series 302396, Michigan State University, Department of Agricultural, Food, and Resource Economics.
    13. Walker, Melvin E. & Lin, Kuang-hsing T., 1978. "Price, Yield, and Gross Revenue Variability for Selected Georgia Crops," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 10(1), pages 71-75, July.
    14. Scott M. Swinton & Robert P. King, 1991. "Evaluating Robust Regression Techniques for Detrending Crop Yield Data with Nonnormal Errors," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 73(2), pages 446-451.
    15. Neudecker, H, 1978. "Bounds for the Bias of the LS Estimator of [sigma][superscript]2 in the Case of a First-Order (Positive) Autoregressive Process When the Regression Contains a Constant Term," Econometrica, Econometric Society, vol. 46(5), pages 1223-1226, September.
    16. Carlson, Gerald A., 1984. "Risk Reducing Inputs Related to Agricultural Pests," Regional Research Projects >1984: S-180 Annual Meeting, March 25-28, 1984, New Orleans, Louisiana 307236, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    17. McCarl, Bruce A. & Musser, Wesley N., 1985. "Modeling Long Run Risk In Production And Investment Decisions," Regional Research Projects > 1985: S-180 Annual Meeting, March 24-27, 1985, Charleston, South Carolina 271799, Regional Research Projects > S-180: An Economic Analysis of Risk Management Strategies for Agricultural Production Firms.
    18. Anne E. Peck, 1975. "Hedging and Income Stability: Concepts, Implications, and an Example," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 57(3), pages 410-419.
    19. Mathia, Gene A., 1976. "Empirical Measures Of Risk For Selected Field And Horticulture Crops," Southern Journal of Agricultural Economics, Southern Agricultural Economics Association, vol. 8(1), pages 1-7, July.
    20. Mathia, Gene A., 1976. "Empirical Measures of Risk for Selected Field and Horticultural Crops," Journal of Agricultural and Applied Economics, Cambridge University Press, vol. 8(1), pages 115-122, July.
    21. Engle, Robert F, 1982. "Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation," Econometrica, Econometric Society, vol. 50(4), pages 987-1007, July.
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    1. Young, Douglas L., 1992. "A Historical Overview of Estimation of Historical Risk Coefficients: Discussion," 1992 Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk Meeting, March 22-25, 1992, Orlando, Florida 307863, Regional Research Projects > S-232: Quantifying Long Run Agricultural Risks and Evaluating Farmer Responses to Risk.

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