Revisions in Analysts' Earnings Forecasts: Evidence of Non-linear Adaptive Expectations
Article Abstract:
Since a linear model is likely to be unsatisfactory at describing analaysts' forecast revisions, a non-linear model is preferred to describe the relationship between analysts' forecast revisions and forecast errors.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
A note on aggregation, disaggregation and forecasting performance
Article Abstract:
An experiment to identify the effects of aggregation and disaggregation in forecasting median growth rates from the annual output growth rates of 18 industrialized countries is reported.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
Energy consumption, survey data and the prediction of industrial production in Italy: A comparison and combination of different models
Article Abstract:
The prediction of industrial production in Italy is presented in a comparison and combination of different models.
Publication Name: Journal of Forecasting
Subject: Mathematics
ISSN: 0277-6693
Year: 2000
User Contributions:
Comment about this article or add new information about this topic:
- Abstracts: Forecasting Austrian IPOs: an application of linear and neural network error-correction models
- Abstracts: Order isomorphisms for preferences with intransitive indifference. Lexographic orders and preference representation
- Abstracts: The approximation of long-memory processes by an ARMA model. Selection and estimation of component models for seasonal time series