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Methodological issues : interest rate and wage growth forecasting
Lawlis, G. Frank - In: Journal of legal economics 4 (1994) 3, pp. 55-61
Persistent link: https://www.econbiz.de/10001196258
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Optimal portfolio choice with asset return predictability and nontradable labor income
Tsai, Hui-Ju; Wu, Yangru - In: Review of quantitative finance and accounting 45 (2015) 1, pp. 215-249
Persistent link: https://www.econbiz.de/10011333124
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Predicting earnings in a poor information environment
Wang, Weimin; Wang, Xu - In: Journal of contemporary accounting & economics 10 (2014) 1, pp. 46-58
Persistent link: https://www.econbiz.de/10010346177
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Forecasts in tort cases : statistical evaluation and revision
Jarrell, Stephen B. - In: Journal of forensic economics 3 (1990) 2, pp. 49-64
Persistent link: https://www.econbiz.de/10001103720
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Predictive distributions based on longitudinal earnings data
Chamberlain, Gary; Hirano, Keisuke - In: Annales d'économie et de statistique (1999), pp. 211-242
Persistent link: https://www.econbiz.de/10001566495
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Regression analysis in litigation : some overlooked considerations
Stano, Miron - In: Journal of legal economics 1 (1991) 3, pp. 68-78
Persistent link: https://www.econbiz.de/10001119701
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The value of lost future earnings : methodology, the discount rate, and economic theory
Yandell, Dirk Stephen - In: Journal of legal economics 1 (1991) 3, pp. 54-67
Persistent link: https://www.econbiz.de/10001119702
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Predictability of Aggregate Earnings
Uysal, Aydin - 2013
In this study, I provide evidence that aggregate earnings are predictable based on the cointegration relation between earnings and cash flows implied by the accounting identity that earnings is the sum of the cash flows and the accruals. I first show that earnings and cash flows follow random...
Persistent link: https://www.econbiz.de/10013074571
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Measurement error in earnings data: replication of Meijer, Rohwedder, and Wansbeek’s mixture model approach to combining survey and register data
Jenkins, Stephen; Rios-Avila, Fernando - 2021
Meijer, Rohwedder, and Wansbeek (MRW, Journal of Business & Economic Statistics, 2012) develop methods for prediction of a single earnings figure per worker from mixture factor models fitted using earnings data from multiple linked data sources. MRW apply their method using parameter estimates...
Persistent link: https://www.econbiz.de/10012485862
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The predictive ability of S&P’s core earnings: an in-sample out-of-sample estimation approach
Thielemann, Felix - In: Essays on the usefulness of non-GAAP earnings, (pp. 102-117). 2019
Persistent link: https://www.econbiz.de/10012193483