Why are estimates of agricultural supply response so variable?

DOI10.1016/0304-4076(95)01797-6MaRDI QIDQ1362048zbMATH OpenOpenAlexFDO

Authors Francis X. Diepold, Russell L. Lamb

Publication date 3 May 1998

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-4076(95)01797-6

zbMATH Keywords

MELO estimationminimum-expected-loss estimatorresponse of agricultural supply

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Microeconomic theory (price theory and economic markets) (91B24)

Recommendations

• Influences of misspecification on asymptotic relative efficiency of coefficients of determination: application to agriculture
• Can unobserved heterogeneity in farmer ability explain the inverse relationship between farm size and productivity

Cites work

• scientific article; zbMATH DE number 4163917 (Why is no real title available?)
• scientific article; zbMATH DE number 3390199 (Why is no real title available?)
• scientific article; zbMATH DE number 3048439 (Why is no real title available?)
• Analysis of Distributed Lag Models with Applications to Consumption Function Estimation
• Bayesian Econometrics
• Estimation of functions of population means and regression coefficients including structural coefficients. A minimum expected loss (MELO) approach
• Estimators without moments. The case of the reciprocal of a normal mean
• Linear Statistical Inference and its Applications
• Minimum Expected Loss (MELO) Estimators for Functions of Parameters and Structural Coefficients of Econometric Models
• On choosing the optimal level of significance for the Durbin-Watson test and the Bayesian alternative
• Optimal Properties of Exponentially Weighted Forecasts
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches

Cited in

(7)

• Improved interval estimation of long run response from a dynamic linear model: a highest density region approach
• Finite-sampling properties of the maximum likelihood estimator in autoregressive models with Markov switching
• The finite sample properties of simultaneous equations' estimates and estimators. Bayesian and non-Bayesian approaches
• Focused estimation for noisy and small data sets: a Bayesian minimum expected loss estimator approach
• Maximum entropy and Bayesian approaches to the ratio problem
• Bayesian and classical approaches to instrumental variable regression
• Some Recent Developments in Econometric Inference

This page was built for publication: Why are estimates of agricultural supply response so variable?

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1362048)