Similar Search Results

A new approach to estimating earnings forecasting models : robust regression MM-estimation

Li, Quan - In: International journal of forecasting 37 (2021) 2, pp. 1011-1030

Persistent link: https://www.econbiz.de/10012794782

Robust approach to earnings forecast : a comparison

Yu, Xiaojian; Zhang, Xiaoqian; Lien, Da-hsiang Donald - In: Journal of forecasting 43 (2024) 5, pp. 1530-1558

Persistent link: https://www.econbiz.de/10015108405

Finanzmarktprognosen mit neuronalen Netzen : Anforderungsprofil aus der praktischen Sicht eines Anwenders

Graf, Jürgen (contributor) - In: Finanzmarktanalyse und -prognose mit innovativen …, (pp. 121-143). 1996

Persistent link: https://www.econbiz.de/10001318069

Zinsstruktur und Zinsprognose : theoretische Beziehungen und empirische Evidenzen für die Bundesrepublik Deutschland

Anker, Peter - 1993

Persistent link: https://www.econbiz.de/10013420387

Schätzung und Prognose von Betawerten : eine Untersuchung am deutschen Aktienmarkt

Zimmermann, Peter - 1997

Persistent link: https://www.econbiz.de/10013438290

Robust estimation and forecasting of the long-term seasonal component of electricity spot prices

Nowotarski, Jakub; Tomczyk, Jakub; Weron, Rafał - In: Energy economics 39 (2013), pp. 13-27

Persistent link: https://www.econbiz.de/10010235039

Forecast robustness in macroeconometric models

Bårdsen, Gunnar; Kolsrud, Dag; Nymoen, Ragnar - In: Journal of forecasting 36 (2017) 6, pp. 629-639

Persistent link: https://www.econbiz.de/10011861399

Reading the tea leaves : model uncertainty, robust forecasts, and the autocorrelation of analysts' forecast errors

Linnainmaa, Juhani; Torous, Walter N.; Yae, James - In: Journal of financial economics 122 (2016) 1, pp. 42-64

Persistent link: https://www.econbiz.de/10011590878

The influence of renewables on electricity price forecasting : a robust approach

Grossi, Luigi; Nan, Fany - 2018

Persistent link: https://www.econbiz.de/10011959649

Reading the Tea Leaves : Model Uncertainty, Robust Forecasts, and the Autocorrelation of Analysts' Forecast Errors

Linnainmaa, Juhani - 2015

We put forward a model in which analysts are uncertain about a firm's earnings process. Faced with the possibility of using a misspecified model, analysts issue forecasts that are robust to model misspecification. We estimate that this mechanism explains approximately 60% of the autocorrelation...

Persistent link: https://www.econbiz.de/10013039156