Fedyk, Tatiana - In: International Journal of Accounting & Information Management 25 (2017) 2, pp. 256-272
firm and analyst attributes, the consensus forecast errors are modeled as an autoregressive process. The model of forecast … errors that best fits the data is AR(1), and the obtained autoregressive coefficients are used to predict consensus forecast … errors. Findings Modeling the consensus forecast errors as an autoregressive process, the present study predicts future …