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Title:A multivariate analysis of earnings forecasts generated by financial analysts and univariate time series models / BEBR No. 527
Author(s):Hopwood, William S.; Collins, William A.
Contributor(s):University of Illinois at Urbana-Champaign. College of Commerce and Business Administration
Subject(s):Economic forecasting -- Mathematical models.
Econometrics.
Issue Date:Nov 2 1978
Publisher:[Urbana, Ill.] : College of Commerce and Business Administration, University of Illinois at Urbana-Champaign,
Series/Report:Faculty working papers ; no. 527
Type:Text
Language:English
Description:Includes bibliographical references (p. 20-21).
"The study provides evidence on the relative accuracy of forecasts of earnings generated from five sources including statistical models and financial analysts. The statistical models were chosen on the basis of their usage in recent studies in the literature. The results indicate that the five types of forecasts are not significantly different using a multivariate testing procedure."
URI:http://hdl.handle.net/2142/27206
Rights Information:In copyright. Digitized with permission of the University of Illinois Board of Trustees. Contact digicc@library.illinois.edu for information.
Copyright Nov 2 1978 Board of Trustees University of Illinois.
Date Available in IDEALS:2011-09-15
Has Version(s):http://hdl.handle.net/10111/UIUCOCA:multivariateanal527hopw
http://www.archive.org/details/multivariateanal527hopw
Identifier in Online Catalog:4742190
OCLC Identifier:(OCoLC)ocm05250419


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