文章基本信息

标题：Yield trend estimation in the presence of non-constant technological change and weather effects
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作者：Conradt, Sarah ; Bokusheva, Raushan ; Finger, Robert 等
期刊名称：Journal of Agribusiness
印刷版ISSN：0738-8950
出版年度：2012
出版社：Journal of Agribusiness
摘要：The application of yield time series in risk analysis prerequisites the estimation of technological trend which might be present in the data. In this paper, we show that in presence of highly volatile yield time series and non-constant technology, the consideration of the weather effect in the trend equation can seriously improve trend estimation results. We used ordinary least squares (OLS) and MM, a robust estimator. Our empirical analysis is based on weather data as well as farm-level and county-level yield data for a sample of grain-producing farms in Kazakhstan.
关键词：Yield detrending;weather information;robust trend estimation;aggregation