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American Agricultural Economics Association (New Name 2008: Agricultural and Applied Economics Association) >
1999 Annual meeting, August 8-11, Nashville, TN >
Please use this identifier to cite or link to this item:
http://purl.umn.edu/21564
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| Title: | JOINT MODELING AND SIMULATION OF AUTOCORRELATED NON-NORMAL TIME SERIES: AN APPLICATION TO RISK AND RETURN ANALYSIS |
| Authors: | Ramirez, Octavio A.
Somarriba, Eduardo |
| Authors (Email): | Ramirez, Octavio A. (oramirez@uga.edu) |
| Issue Date: | 1999 |
| Series/Report no.: | Selected Paper |
| Abstract: | This study presents a technique that can jointly model and simulate the expected values, variances, and covariances of sets of correlated time-series dependent variables that are autocorrelated and non-normal (right or left skewed and/or kurtotic). It illustrates the method by applying it to risk analysis of diversified tropical agroforestry systems. |
| URI: | http://purl.umn.edu/21564 |
| Institution/Association: | American Agricultural Economics Association>1999 Annual meeting, August 8-11, Nashville, TN |
| Total Pages: | 15 |
| Language: | English |
| Collections: | 1999 Annual meeting, August 8-11, Nashville, TN
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