Forecast accuracy of abalone producer prices by shell size in the Republic of Korea: Modified Diebold–Mariano tests of selected autoregressive models

References

• Box, G. E., & Jenkins, G. M. (1976). Time series analysis: Forecasting and control. San Francisco, CA: Holden-Day.
   Google Scholar
• Box, G. E., & Pierce, D. A. (1970). Distribution of residual autocorrelations in autoregressive-integrated moving average time series models. Journal of the American Statistical Association, 65(332), 1509–1526. doi:10.2307/2284333
   Google Scholar
• Brooks, C. (2008). Introductory econometrics for finance (2nd ed.). New York, NY: Cambridge University Press.
   Google Scholar
• Dickey, D. A., & Fuller, W. A. (1979). Distribution of the estimators for autoregressive time series with a unit root. Journal of the American Statistical Association, 74, 427–431. doi:10.2307/2286348
   Web of Science ®Google Scholar
• Diebold, F. X., & Mariano, R. S. (1995). Comparing predictive accuracy. Journal of Business and Economic Statistics, 13, 253–265. doi:10.2307/1392185
   Web of Science ®Google Scholar
• Floros, C., & Failler, P. (2006). Forecasting monthly fisheries prices: Model comparison using data from Cornwall (UK). European Journal of Social Sciences, 14(2), 613–624.
   Google Scholar
• Gordon, D. V. (2010). Price modelling in the Canadian fish supply chain with forecasts and simulations of the ex-vessel price of fish. Rome, Italy: FAO.
   Google Scholar
• Gujarati, D. (2011). Econometrics by example. London: Palgrave Macmillan.
   Google Scholar
• Guttormsen, A. G. (1999). Forecasting weekly salmon prices: Risk management in fish farming. Aquaculture Economics & Management, 3(2), 159–166. doi:10.1080/13657309909380242
   Google Scholar
• Harvey, D., Leybourne, S., & Newbold, P. (1997). Testing the equality of prediction mean squared errors. International Journal of Forecasting, 13, 281–291. doi:10.1016/s0169-2070(96)00719-4
   Web of Science ®Google Scholar
• Hudson, M. A., & CappsJr., O. (1984). Forecasting ex-vessel prices for hard blue crabs in the Chesapeake Bay region: Individual and composite methods. Northeastern Journal of Agricultural and Resource Economics, 13(1), 112–118.
   Google Scholar
• Jarque, C. M., & Bera, A. K. (1980). Efficient tests for normality, homoscedasticity and serial independence of regression residuals. Economics Letters, 6(3), 255–259. doi:10.1016/0165-1765(80)90024-5
   Web of Science ®Google Scholar
• Jolly, C. M., Ligeon, C., & Hishamunda, N. (1998). Forecasting catfish industry prices using linear and nonlinear methods. Aquaculture Economics & Management, 2(2), 71–80. doi:10.1080/13657309809380218
   Google Scholar
• Korea Maritime Institute Fisheries Outlook Center (n.d.). Retrieved from http://www.foc.re.kr/web/obstats/stats.do?rbsIdx=86&sPType=1&sSIssue1=2004&sSIssue2=01&sEIssue1=2017&sEIssue2=03&sItem=4
   Google Scholar
• Kwiatkowski, D., Phillips, P. C. B., Schmidt, P., & Shin, Y. (1992). Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics, 54, 159–178. doi:10.1016/0304-4076(92)90104-y
   Web of Science ®Google Scholar
• Mariano, R. S. (2000). Testing forecast accuracy. Philadelphia, PA: University of Pennsylvania.
   Google Scholar
• Nam, J., Noh, S., & Park, E. (2012). A study on forecasting oyster price with time series analysis. Ocean Policy Research in Republic of Korea, 27(1), 65–94.
   Google Scholar
• Naver Blog (n.d.). Retrieved from http://blog.naver.com/samchi92/220007312514.
   Google Scholar
• Ock, Y. S., Kim, S. T., & Ko, B. H. (2007). A study on the price fluctuation and forecasting of aquacultural flatfish in Korea. The Journal of Fisheries Business Administration in Republic of Korea, 38(2), 41–62.
   Google Scholar
• Phillips, P. C. B., & Perron, P. (1988). Testing for a unit root in time series regression. Biometrika, 75(2), 335–346. doi:10.1093/biomet/75.2.335
   Web of Science ®Google Scholar
• Statistics Korea (n.d.). Retrieved from http://kosis.kr/statisticsList/statisticsList_01List.jsp?vwcd=MT_ZTITLE&parentId=F#SubCont.
   Google Scholar
• Thompson, M. E., & Roberts, K. J. (1981). Forecasting exvessel shrimp prices for the northern Gulf. In Proceedings of the tropical and subtropical fisheries technological conference of the Americas (pp. 113–128). College Station, TX: Texas A&M University. Retrieved from http://nsgl.gso.uri.edu/tamu/tamuw82001/tamuw82001_intro.pdf
   Google Scholar
• White, H. (1980). A heteroscedasticity-consistent covariance matrix estimator and a direct test for heteroscedasticity. Econometrica, 48(4), 817–838.
   Web of Science ®Google Scholar