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Forecasting earnings growth and discount rates : new evidence from time series analysis

Bonham, Carl Stanley - In: Journal of forensic economics 5 (1992) 3, pp. 221-231

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Is there an advantage in using time-series to forecast lost earnings?

Schieren, George A. - In: Journal of legal economics 4 (1994) 3, pp. 43-54

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The below-market discount rate method vs. East Coast Black Magic

Gilbert, Roy F. - In: Journal of forensic economics 9 (1996) 1, pp. 1-16

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Bounded Monte Carlo simulation of critical information related to retirement planning

Henderson, Robert K. - In: The journal of asset management 14 (2013) 4, pp. 236-254

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Disentangling the source of non-stationarity in a panel of seasonal data

Hsu, Shih-hsun - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 1, pp. 1-19

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A robust Bayesian dynamic linear model for Latin-American economic time series : "the Mexico and Puerto Rico cases"

Fúquene, Jairo; Álvarez, Marta; Pericchi, Luis R. - In: Latin American economic review : LAER ; official … 24 (2015), pp. 1-17

The traditional time series methodology requires at least a preliminary transformation of the data to get stationarity. On the other hand, robust Bayesian dynamic models (RBDMs) do not assume a regular pattern or stability of the underlying system but can include points of statement breaks. In...

Persistent link: https://www.econbiz.de/10011885537